+298.3%
UNP vs FN
+753.0%
-454.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.3% | -4.0% |
| 7D | -4.6% | 0.0% | -4.5% | -4.9% |
| 30D | +5.6% | -34.3% | +39.9% | +10.4% |
| 3M | -1.3% | -39.9% | +38.5% | +3.6% |
| 6M | +9.2% | -51.8% | +61.1% | +16.7% |
| YTD | +27.3% | -28.1% | +55.5% | +25.9% |
| 1Y | +35.9% | -29.1% | +65.0% | +33.9% |
| 3Y | +45.5% | +102.4% | -57.0% | +10.7% |
| 5Y | +36.0% | +171.7% | -135.7% | -6.8% |
| All | +298.3% | +753.0% | -454.7% | +107.6% |
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