+274.7%
UNP vs FIX
+5,885.7%
-5,611.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -5.3% | +6.0% | -11.4% | -6.5% |
| 30D | -1.5% | -7.2% | +5.7% | -0.2% |
| 3M | +10.3% | -15.9% | +26.1% | +13.0% |
| 6M | +9.7% | +12.7% | -3.1% | +4.3% |
| YTD | +27.1% | +72.8% | -45.7% | +8.7% |
| 1Y | +32.6% | +122.9% | -90.3% | +4.9% |
| 3Y | +40.0% | +774.3% | -734.3% | -31.9% |
| 5Y | +50.8% | +2,049.5% | -1,998.6% | -47.6% |
| All | +274.7% | +5,885.7% | -5,611.0% | -8.1% |
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