+43.8%
UNP vs FND
-50.0%
+93.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -1.7% | -0.8% | -1.0% | -1.6% |
| 30D | -2.1% | -19.6% | +17.5% | +1.5% |
| 3M | +5.4% | -4.3% | +9.8% | +5.5% |
| 6M | +13.4% | -20.4% | +33.8% | +16.9% |
| YTD | +25.0% | -21.9% | +46.8% | +29.0% |
| 1Y | +34.6% | -45.2% | +79.8% | +48.5% |
| All | +43.8% | -50.0% | +93.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling