+32.6%
UNP vs FIX
+128.3%
-95.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -5.3% | +6.0% | -11.4% | -5.5% |
| 30D | -1.5% | -7.2% | +5.7% | -1.4% |
| 3M | +10.3% | -15.9% | +26.1% | +10.6% |
| 6M | +9.7% | +12.7% | -3.1% | +9.1% |
| YTD | +27.1% | +72.8% | -45.7% | +28.3% |
| 1Y | +32.6% | +122.9% | -90.3% | +32.7% |
| All | +32.6% | +128.3% | -95.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling