+1,030.7%
UNP vs FN
+3,620.5%
-2,589.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.2% |
| 7D | -5.3% | -1.7% | -3.7% | -5.1% |
| 30D | -1.5% | -22.0% | +20.4% | +1.2% |
| 3M | +10.3% | -43.0% | +53.3% | +17.1% |
| 6M | +9.7% | -27.7% | +37.4% | +11.3% |
| YTD | +27.1% | -10.5% | +37.6% | +24.1% |
| 1Y | +32.6% | +12.5% | +20.1% | +24.1% |
| 3Y | +40.0% | +153.8% | -113.8% | +9.0% |
| 5Y | +50.8% | +288.0% | -237.2% | +5.9% |
| 10Y | +278.6% | +906.4% | -627.8% | +119.6% |
| All | +1,030.7% | +3,620.5% | -2,589.9% | +451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling