+51.9%
UNP vs FIX
+497.3%
-445.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -0.9% | -13.9% | +13.0% | -0.3% |
| 30D | +8.0% | -35.5% | +43.5% | +10.3% |
| 3M | +3.3% | -33.9% | +37.3% | +5.2% |
| 6M | +14.7% | -43.3% | +58.0% | +17.6% |
| YTD | +31.9% | +18.7% | +13.3% | +28.2% |
| 1Y | +37.1% | +13.8% | +23.3% | +33.5% |
| 3Y | +51.9% | +495.0% | -443.1% | +17.0% |
| All | +51.9% | +497.3% | -445.4% | +17.0% |
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