+274.7%
UNP vs FIVE
+477.5%
-202.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.8% |
| 7D | -5.3% | +4.3% | -9.6% | -6.1% |
| 30D | -1.5% | +12.5% | -14.1% | -4.0% |
| 3M | +10.3% | +31.2% | -21.0% | +4.1% |
| 6M | +9.7% | +14.4% | -4.7% | +5.5% |
| YTD | +27.1% | +33.9% | -6.8% | +18.3% |
| 1Y | +32.6% | +65.1% | -32.5% | +17.7% |
| 3Y | +40.0% | +49.0% | -9.0% | +20.8% |
| 5Y | +50.8% | +30.3% | +20.5% | +29.1% |
| All | +274.7% | +477.5% | -202.8% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling