+229.9%
UNP vs FND
+61.4%
+168.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.6% |
| 7D | +2.1% | -5.1% | +7.2% | +3.1% |
| 30D | +7.7% | +9.2% | -1.5% | +5.5% |
| 3M | +4.0% | -17.7% | +21.7% | +7.7% |
| 6M | +15.7% | +2.5% | +13.2% | +13.4% |
| YTD | +33.5% | -19.8% | +53.3% | +36.8% |
| 1Y | +38.9% | -22.7% | +61.6% | +43.2% |
| 3Y | +53.7% | -38.3% | +92.0% | +60.6% |
| 5Y | +40.4% | -63.0% | +103.4% | +57.1% |
| All | +229.9% | +61.4% | +168.5% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling