+337.3%
UNP vs FTV
+127.3%
+209.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.1% | +3.7% | -1.6% | +0.1% |
| 30D | +7.7% | +16.8% | -9.1% | -1.1% |
| 3M | +4.0% | +10.4% | -6.3% | -1.7% |
| 6M | +15.7% | +12.8% | +2.8% | +7.5% |
| YTD | +33.5% | +23.3% | +10.2% | +16.9% |
| 1Y | +38.9% | +31.0% | +8.0% | +17.5% |
| 3Y | +53.7% | +38.6% | +15.1% | +22.9% |
| 5Y | +40.4% | +17.6% | +22.9% | +21.2% |
| 10Y | +291.1% | +110.0% | +181.1% | +136.6% |
| All | +337.3% | +127.3% | +209.9% | +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 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