+4,087.6%
UNP vs FLR
+603.8%
+3,483.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | -5.3% | +5.4% | -10.8% | -6.6% |
| 30D | -1.5% | +11.4% | -12.9% | -4.7% |
| 3M | +10.3% | +11.4% | -1.2% | +6.1% |
| 6M | +9.7% | +16.6% | -7.0% | +3.4% |
| YTD | +27.1% | +41.7% | -14.6% | +13.8% |
| 1Y | +32.6% | +35.4% | -2.8% | +19.1% |
| 3Y | +40.0% | +57.3% | -17.3% | +14.7% |
| 5Y | +50.8% | +241.0% | -190.1% | -3.3% |
| 10Y | +278.6% | +16.6% | +262.0% | +164.0% |
| All | +4,087.6% | +603.8% | +3,483.8% | +1,730.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling