+279.5%
UNP vs FTV
+80.1%
+199.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.6% |
| 7D | -1.2% | -5.2% | +4.0% | +1.8% |
| 30D | -2.0% | -11.5% | +9.5% | +4.8% |
| 3M | +7.5% | -9.0% | +16.6% | +12.8% |
| 6M | +15.3% | -2.0% | +17.4% | +15.5% |
| YTD | +25.4% | -0.9% | +26.4% | +24.0% |
| 1Y | +35.6% | +14.8% | +20.8% | +22.8% |
| 3Y | +44.1% | -5.5% | +49.7% | +42.7% |
| 5Y | +54.0% | -1.9% | +55.8% | +46.3% |
| All | +279.5% | +80.1% | +199.3% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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