+52.2%
UNP vs FN
+289.0%
-236.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | 0.0% |
| 7D | -5.3% | -1.7% | -3.7% | -5.2% |
| 30D | -1.5% | -22.0% | +20.4% | -0.2% |
| 3M | +10.3% | -43.0% | +53.3% | +13.7% |
| 6M | +9.7% | -27.7% | +37.4% | +10.4% |
| YTD | +27.1% | -10.5% | +37.6% | +25.2% |
| 1Y | +32.6% | +12.5% | +20.1% | +27.2% |
| 3Y | +40.0% | +153.8% | -113.8% | +17.0% |
| All | +52.2% | +289.0% | -236.8% | +15.5% |
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