+51.7%
UNP vs FLR
+245.1%
-193.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -1.7% | -3.1% | +1.4% | -1.3% |
| 30D | -2.1% | +4.9% | -7.1% | -2.8% |
| 3M | +5.4% | +10.8% | -5.4% | +3.5% |
| 6M | +13.4% | +19.7% | -6.3% | +9.4% |
| YTD | +25.0% | +38.4% | -13.4% | +17.8% |
| 1Y | +34.6% | +34.7% | -0.1% | +26.7% |
| 3Y | +43.6% | +56.7% | -13.0% | +26.5% |
| 5Y | +51.7% | +241.6% | -189.9% | +14.8% |
| All | +51.7% | +245.1% | -193.3% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling