+32.6%
UNP vs FTI
+108.8%
-76.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.3% | +5.3% | -10.6% | -5.7% |
| 30D | -1.5% | +15.3% | -16.9% | -2.6% |
| 3M | +10.3% | +15.8% | -5.5% | +9.0% |
| 6M | +9.7% | +22.6% | -12.9% | +7.4% |
| YTD | +27.1% | +79.5% | -52.5% | +22.0% |
| 1Y | +32.6% | +102.0% | -69.4% | +28.5% |
| All | +32.6% | +108.8% | -76.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling