+43.4%
UNP vs FIX
+782.4%
-739.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -5.3% | +6.0% | -11.4% | -5.7% |
| 30D | -1.5% | -7.2% | +5.7% | -1.1% |
| 3M | +10.3% | -15.9% | +26.1% | +11.1% |
| 6M | +9.7% | +12.7% | -3.1% | +8.1% |
| YTD | +27.1% | +72.8% | -45.7% | +21.6% |
| 1Y | +32.6% | +122.9% | -90.3% | +23.7% |
| All | +43.4% | +782.4% | -739.0% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling