+35.9%
UNP vs FIX
+3.4%
+32.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.1% | -2.7% |
| 7D | -4.6% | -17.5% | +12.9% | -4.3% |
| 30D | +5.6% | -41.6% | +47.2% | +6.7% |
| 3M | -1.3% | -40.6% | +39.3% | -0.4% |
| 6M | +9.2% | -49.4% | +58.6% | +10.9% |
| YTD | +27.3% | +9.2% | +18.2% | +27.1% |
| 1Y | +35.9% | +6.5% | +29.5% | +35.5% |
| All | +35.9% | +3.4% | +32.5% | +35.5% |
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 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