+45.6%
UNP vs FLR
+61.1%
-15.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -1.1% | -0.7% | -0.5% | -1.2% |
| 3M | +7.9% | +14.3% | -6.5% | +6.0% |
| 6M | +14.6% | +25.6% | -11.0% | +10.8% |
| YTD | +26.6% | +42.9% | -16.3% | +20.2% |
| 1Y | +35.6% | +38.7% | -3.2% | +28.5% |
| All | +45.6% | +61.1% | -15.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling