+282.5%
UNP vs FLEX
+1,045.8%
-763.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -1.7% | +6.4% | -8.1% | -3.0% |
| 30D | -2.1% | -5.9% | +3.8% | -1.1% |
| 3M | +5.4% | -23.5% | +28.9% | +10.0% |
| 6M | +13.4% | +83.7% | -70.3% | -6.7% |
| YTD | +25.0% | +86.5% | -61.5% | +1.6% |
| 1Y | +34.6% | +100.5% | -65.9% | +6.3% |
| 3Y | +43.6% | +469.8% | -426.2% | -18.8% |
| 5Y | +51.7% | +725.7% | -673.9% | -25.1% |
| 10Y | +282.5% | +1,086.7% | -804.2% | +40.4% |
| All | +282.5% | +1,045.8% | -763.3% | +40.4% |
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