+265.5%
UNP vs FTAI
+2,588.5%
-2,323.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.7% | +3.9% | -4.7% | -1.3% |
| 30D | -1.1% | -8.8% | +7.7% | 0.0% |
| 3M | +7.9% | -14.5% | +22.3% | +9.4% |
| 6M | +14.6% | -24.0% | +38.7% | +16.9% |
| YTD | +26.6% | +0.5% | +26.1% | +23.0% |
| 1Y | +35.6% | +19.1% | +16.5% | +27.1% |
| 3Y | +45.5% | +460.7% | -415.2% | -7.8% |
| 5Y | +50.0% | +947.3% | -897.3% | -19.8% |
| 10Y | +271.8% | +3,244.4% | -2,972.6% | +49.1% |
| All | +265.5% | +2,588.5% | -2,323.0% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling