+544.7%
UNP vs FIVE
+822.5%
-277.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | +5.6% | +17.7% | -12.0% | +2.7% |
| 3M | -1.3% | +4.0% | -5.3% | -2.3% |
| 6M | +9.2% | +2.6% | +6.6% | +7.8% |
| YTD | +27.3% | +27.6% | -0.2% | +20.4% |
| 1Y | +35.9% | +59.9% | -24.0% | +23.3% |
| 3Y | +45.5% | +35.8% | +9.7% | +29.5% |
| 5Y | +36.0% | +14.4% | +21.6% | +21.4% |
| 10Y | +307.2% | +576.1% | -268.9% | +162.9% |
| All | +544.7% | +822.5% | -277.7% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling