+40.2%
UNP vs FN
+169.4%
-129.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | -0.2% |
| 7D | +4.2% | +0.3% | +4.0% | +4.1% |
| 30D | +5.6% | -16.5% | +22.1% | +6.3% |
| 3M | +2.0% | -42.1% | +44.1% | +4.8% |
| 6M | +15.4% | -52.9% | +68.3% | +19.5% |
| YTD | +32.7% | -28.0% | +60.7% | +31.6% |
| 1Y | +39.4% | -18.5% | +57.9% | +36.4% |
| 3Y | +54.3% | +93.9% | -39.6% | +30.3% |
| All | +40.2% | +169.4% | -129.2% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling