+288.4%
UNP vs FN
+850.1%
-561.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -0.2% |
| 7D | -2.1% | +8.0% | -10.1% | -3.2% |
| 30D | +7.3% | -19.1% | +26.4% | +9.3% |
| 3M | +3.6% | -29.8% | +33.5% | +6.8% |
| 6M | +15.8% | -43.2% | +59.0% | +21.2% |
| YTD | +32.6% | -18.9% | +51.5% | +29.1% |
| 1Y | +37.2% | -17.9% | +55.1% | +32.6% |
| 3Y | +52.6% | +120.1% | -67.5% | +15.1% |
| 5Y | +40.6% | +206.7% | -166.1% | -5.4% |
| 10Y | +288.4% | +804.7% | -516.2% | +94.9% |
| All | +288.4% | +850.1% | -561.6% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling