+13.4%
UNP vs FLNC
-30.5%
+43.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -1.4% |
| 7D | -1.7% | -4.2% | +2.4% | -1.8% |
| 30D | -2.1% | -20.0% | +17.9% | -2.4% |
| 3M | +5.4% | -56.9% | +62.3% | +4.6% |
| 6M | +13.4% | -35.5% | +48.9% | +13.2% |
| All | +13.4% | -30.5% | +43.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 6mo: compounded portfolio wealth divided by compounded FLNC 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…
6mo analysis · Full analysis span regression · 6 months rolling