+281.1%
UNP vs FIX
+3,615.9%
-3,334.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.3% |
| 7D | +2.1% | +17.0% | -14.9% | -1.2% |
| 30D | +7.7% | -30.6% | +38.3% | +14.8% |
| 3M | +4.0% | -35.0% | +39.1% | +11.8% |
| 6M | +15.7% | -44.0% | +59.6% | +26.9% |
| YTD | +33.5% | +21.1% | +12.3% | +20.9% |
| 1Y | +38.9% | +16.3% | +22.7% | +26.4% |
| 3Y | +53.7% | +507.4% | -453.7% | -20.8% |
| 5Y | +40.4% | +1,052.1% | -1,011.6% | -44.0% |
| All | +281.1% | +3,615.9% | -3,334.8% | -1.5% |
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