+5,478.2%
UNP vs FLEX
+7,523.3%
-2,045.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -5.3% | -0.9% | -4.5% | -5.2% |
| 30D | -1.5% | -10.1% | +8.6% | -0.1% |
| 3M | +10.3% | -31.3% | +41.6% | +15.5% |
| 6M | +9.7% | +71.3% | -61.6% | -1.8% |
| YTD | +27.1% | +81.2% | -54.1% | +12.3% |
| 1Y | +32.6% | +98.5% | -65.9% | +14.9% |
| 3Y | +40.0% | +428.2% | -388.3% | +1.9% |
| 5Y | +50.8% | +657.3% | -606.4% | +2.7% |
| 10Y | +278.6% | +995.9% | -717.3% | +132.4% |
| All | +5,478.2% | +7,523.3% | -2,045.2% | +2,591.3% |
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