+316.3%
UNP vs FTV
+90.8%
+225.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | -5.3% | -4.5% | -0.9% | -2.9% |
| 30D | -1.5% | -7.1% | +5.5% | +2.4% |
| 3M | +10.3% | -7.2% | +17.4% | +14.3% |
| 6M | +9.7% | -1.5% | +11.2% | +9.6% |
| YTD | +27.1% | +3.5% | +23.6% | +22.7% |
| 1Y | +32.6% | +20.3% | +12.2% | +17.1% |
| 3Y | +40.0% | -3.1% | +43.1% | +36.9% |
| 5Y | +50.8% | +2.3% | +48.5% | +40.1% |
| 10Y | +278.6% | +76.3% | +202.3% | +153.2% |
| All | +316.3% | +90.8% | +225.5% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling