+9,562.1%
UNP vs FITB
+2,852.5%
+6,709.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.8% |
| 7D | -3.3% | -1.1% | -2.1% | -3.0% |
| 30D | +6.7% | +7.3% | -0.6% | +5.0% |
| 3M | +1.8% | -4.0% | +5.8% | +2.7% |
| 6M | +13.3% | +11.9% | +1.4% | +10.2% |
| YTD | +30.3% | +19.0% | +11.4% | +24.8% |
| 1Y | +36.9% | +31.0% | +5.9% | +28.1% |
| 3Y | +50.9% | +143.8% | -92.9% | +21.8% |
| 5Y | +37.9% | +48.9% | -10.9% | +22.2% |
| 10Y | +293.8% | +236.6% | +57.2% | +182.2% |
| All | +9,562.1% | +2,852.5% | +6,709.6% | +3,668.3% |
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