+2,970.8%
UNP vs FXI
+200.0%
+2,770.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | +2.1% | -4.2% | +6.3% | +3.8% |
| 30D | +7.7% | -2.0% | +9.8% | +8.5% |
| 3M | +4.0% | -5.0% | +9.0% | +5.9% |
| 6M | +15.7% | -9.6% | +25.3% | +19.7% |
| YTD | +33.5% | -11.9% | +45.4% | +39.1% |
| 1Y | +38.9% | -16.7% | +55.6% | +47.9% |
| 3Y | +53.7% | +40.6% | +13.0% | +26.9% |
| 5Y | +40.4% | -9.1% | +49.5% | +32.4% |
| 10Y | +291.1% | +18.4% | +272.7% | +218.3% |
| All | +2,970.8% | +200.0% | +2,770.8% | +1,309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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