+278.9%
UNP vs FIX
+3,564.5%
-3,285.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +4.2% | +9.4% | -5.2% | +2.3% |
| 30D | +5.6% | -27.8% | +33.4% | +11.6% |
| 3M | +2.0% | -35.6% | +37.6% | +9.8% |
| 6M | +15.4% | -45.2% | +60.6% | +27.2% |
| YTD | +32.7% | +19.5% | +13.2% | +20.5% |
| 1Y | +39.4% | +24.2% | +15.2% | +24.9% |
| 3Y | +54.3% | +494.2% | -439.9% | -20.0% |
| 5Y | +39.6% | +1,036.1% | -996.5% | -44.1% |
| All | +278.9% | +3,564.5% | -3,285.7% | -1.8% |
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