+9,321.7%
UNP vs FITB
+2,855.6%
+6,466.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -5.3% | +0.6% | -6.0% | -5.5% |
| 30D | -1.5% | -4.7% | +3.2% | -0.5% |
| 3M | +10.3% | +6.7% | +3.6% | +8.6% |
| 6M | +9.7% | +12.6% | -2.9% | +6.5% |
| YTD | +27.1% | +19.1% | +8.0% | +21.7% |
| 1Y | +32.6% | +22.6% | +9.9% | +25.9% |
| 3Y | +40.0% | +127.1% | -87.1% | +14.6% |
| 5Y | +50.8% | +71.8% | -21.0% | +29.4% |
| 10Y | +278.6% | +287.2% | -8.6% | +164.0% |
| All | +9,321.7% | +2,855.6% | +6,466.1% | +3,575.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling