+293.8%
UNP vs FIX
+4,032.2%
-3,738.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | +0.5% |
| 7D | -3.3% | -7.2% | +4.0% | -2.4% |
| 30D | +6.7% | -35.1% | +41.8% | +15.3% |
| 3M | +1.8% | -34.3% | +36.1% | +9.2% |
| 6M | +13.3% | -42.9% | +56.3% | +23.8% |
| YTD | +30.3% | +19.5% | +10.9% | +18.4% |
| 1Y | +36.9% | +16.8% | +20.2% | +24.4% |
| 3Y | +50.9% | +506.7% | -455.8% | -22.4% |
| 5Y | +37.9% | +1,046.7% | -1,008.8% | -45.1% |
| 10Y | +293.8% | +3,800.0% | -3,506.2% | -0.8% |
| All | +293.8% | +4,032.2% | -3,738.4% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling