+284.1%
UNP vs FLEX
+569.1%
-285.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | -0.9% | -13.6% | +12.7% | +1.4% |
| 30D | +8.0% | -36.5% | +44.5% | +16.8% |
| 3M | +3.3% | -36.4% | +39.8% | +11.2% |
| 6M | +14.7% | -46.5% | +61.2% | +25.9% |
| YTD | +31.9% | +25.9% | +6.0% | +14.3% |
| 1Y | +37.1% | +19.6% | +17.5% | +19.8% |
| 3Y | +51.9% | +287.0% | -235.2% | -8.3% |
| 5Y | +39.3% | +466.6% | -427.3% | -26.8% |
| 10Y | +284.1% | +626.9% | -342.8% | +65.5% |
| All | +284.1% | +569.1% | -285.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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