+50.0%
UNP vs FLEX
+698.8%
-648.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.0% |
| 7D | -0.7% | +7.0% | -7.7% | -1.6% |
| 30D | -1.1% | -5.8% | +4.7% | -0.5% |
| 3M | +7.9% | -24.2% | +32.1% | +11.0% |
| 6M | +14.6% | +90.8% | -76.2% | -0.6% |
| YTD | +26.6% | +89.2% | -62.6% | +9.3% |
| 1Y | +35.6% | +104.7% | -69.1% | +14.2% |
| 3Y | +45.5% | +478.1% | -432.6% | -7.3% |
| 5Y | +50.0% | +726.2% | -676.2% | -15.8% |
| All | +50.0% | +698.8% | -648.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling