+293.8%
UNP vs FN
+837.6%
-543.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.9% | -9.5% | +1.0% |
| 7D | -3.3% | +16.3% | -19.5% | -5.4% |
| 30D | +6.7% | -24.7% | +31.5% | +9.7% |
| 3M | +1.8% | -34.9% | +36.7% | +5.9% |
| 6M | +13.3% | -41.1% | +54.4% | +17.9% |
| YTD | +30.3% | -19.6% | +50.0% | +27.1% |
| 1Y | +36.9% | -18.5% | +55.5% | +32.5% |
| 3Y | +50.9% | +119.1% | -68.2% | +14.1% |
| 5Y | +37.9% | +206.9% | -169.0% | -7.1% |
| 10Y | +293.8% | +826.4% | -532.6% | +100.7% |
| All | +293.8% | +837.6% | -543.8% | +100.7% |
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