+2,952.1%
UNP vs FIX
+7,433.0%
-4,480.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.6% | +8.2% | -1.5% |
| 7D | -1.3% | -27.2% | +25.9% | +3.5% |
| 30D | +7.7% | -46.9% | +54.6% | +18.7% |
| 3M | +1.3% | -44.4% | +45.7% | +10.3% |
| 6M | +14.0% | -50.9% | +64.9% | +25.6% |
| YTD | +30.8% | +3.5% | +27.2% | +25.5% |
| 1Y | +40.0% | -2.1% | +42.1% | +35.2% |
| 3Y | +50.1% | +418.7% | -368.7% | +1.9% |
| 5Y | +39.6% | +894.6% | -854.9% | -17.1% |
| 10Y | +318.1% | +3,465.5% | -3,147.4% | +93.3% |
| All | +2,952.1% | +7,433.0% | -4,480.9% | +1,004.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling