+5,718.7%
UNP vs FLEX
+5,397.3%
+321.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.1% |
| 7D | -2.1% | +2.2% | -4.3% | -2.6% |
| 30D | +7.3% | -32.6% | +39.9% | +12.6% |
| 3M | +3.6% | -35.5% | +39.1% | +9.1% |
| 6M | +15.8% | -45.6% | +61.4% | +23.7% |
| YTD | +32.6% | +30.7% | +1.9% | +21.5% |
| 1Y | +37.2% | +28.4% | +8.9% | +25.8% |
| 3Y | +52.6% | +301.7% | -249.1% | +14.5% |
| 5Y | +40.6% | +473.3% | -432.7% | -1.4% |
| 10Y | +288.4% | +651.7% | -363.3% | +149.0% |
| All | +5,718.7% | +5,397.3% | +321.4% | +2,810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling