+3,612.7%
UNP vs FTI
+2,165.1%
+1,447.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.3% | +5.3% | -10.6% | -6.7% |
| 30D | -1.5% | +15.3% | -16.9% | -5.4% |
| 3M | +10.3% | +15.8% | -5.5% | +5.5% |
| 6M | +9.7% | +22.6% | -12.9% | +2.8% |
| YTD | +27.1% | +79.5% | -52.5% | +7.2% |
| 1Y | +32.6% | +102.0% | -69.4% | +7.8% |
| 3Y | +40.0% | +315.8% | -275.8% | -10.4% |
| 5Y | +50.8% | +1,129.5% | -1,078.7% | -34.0% |
| 10Y | +278.6% | +320.9% | -42.3% | +93.1% |
| All | +3,612.7% | +2,165.1% | +1,447.5% | +1,007.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling