+277.6%
UNP vs FTI
+305.3%
-27.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.8% | -4.4% | +2.6% | -0.9% |
| 30D | -2.7% | +1.5% | -4.2% | -3.1% |
| 3M | +6.5% | +8.2% | -1.7% | +4.4% |
| 6M | +14.4% | +18.8% | -4.5% | +9.5% |
| YTD | +24.8% | +71.7% | -46.9% | +10.2% |
| 1Y | +34.4% | +90.0% | -55.6% | +15.7% |
| 3Y | +43.6% | +270.5% | -226.9% | +3.6% |
| 5Y | +53.2% | +1,084.5% | -1,031.3% | -20.1% |
| All | +277.6% | +305.3% | -27.6% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling