+277.6%
UNP vs FTAI
+3,098.4%
-2,820.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.0% |
| 7D | -1.8% | -5.2% | +3.4% | -1.1% |
| 30D | -2.7% | -17.9% | +15.2% | -0.1% |
| 3M | +6.5% | -22.7% | +29.2% | +9.7% |
| 6M | +14.4% | -28.0% | +42.4% | +17.6% |
| YTD | +24.8% | -5.0% | +29.8% | +22.1% |
| 1Y | +34.4% | +10.4% | +24.0% | +27.2% |
| 3Y | +43.6% | +425.2% | -381.7% | -10.5% |
| 5Y | +53.2% | +890.3% | -837.1% | -20.6% |
| All | +277.6% | +3,098.4% | -2,820.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling