+43.8%
UNP vs FTAI
+421.8%
-378.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | -1.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.1% | -13.6% | +11.5% | -1.4% |
| 3M | +5.4% | -20.6% | +26.0% | +6.4% |
| 6M | +13.4% | -32.6% | +46.0% | +15.0% |
| YTD | +25.0% | -5.4% | +30.3% | +23.8% |
| 1Y | +34.6% | +12.9% | +21.7% | +31.3% |
| All | +43.8% | +421.8% | -378.1% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling