+31.5%
UNP vs FLNC
-69.8%
+101.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -1.0% |
| 7D | -1.7% | -4.2% | +2.4% | -1.6% |
| 30D | -2.1% | -20.0% | +17.9% | -1.4% |
| 3M | +5.4% | -56.9% | +62.3% | +8.4% |
| 6M | +13.4% | -35.5% | +48.9% | +13.2% |
| YTD | +25.0% | -48.8% | +73.8% | +25.1% |
| 1Y | +34.6% | +49.3% | -14.7% | +25.4% |
| 3Y | +43.6% | -61.8% | +105.4% | +37.1% |
| All | +31.5% | -69.8% | +101.3% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling