+60.7%
UNP vs FRSH
-72.5%
+133.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | -6.6% | +4.8% | -1.3% |
| 30D | -2.7% | +2.1% | -4.8% | -3.0% |
| 3M | +6.5% | +29.0% | -22.5% | +4.1% |
| 6M | +14.4% | +48.6% | -34.3% | +10.1% |
| YTD | +24.8% | -2.9% | +27.7% | +24.3% |
| 1Y | +34.4% | -7.9% | +42.3% | +34.4% |
| 3Y | +43.6% | -46.5% | +90.1% | +48.5% |
| All | +60.7% | -72.5% | +133.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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