+281.1%
UNP vs USFR
+28.5%
+252.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +7.7% | +0.4% | +7.4% | +7.3% |
| 3M | +4.0% | +1.0% | +3.0% | +2.9% |
| 6M | +15.7% | +2.0% | +13.6% | +13.1% |
| YTD | +33.5% | +3.4% | +30.0% | +28.5% |
| 1Y | +38.9% | +4.1% | +34.9% | +32.8% |
| 3Y | +53.7% | +14.4% | +39.3% | +31.5% |
| 5Y | +40.4% | +21.4% | +19.0% | +11.9% |
| All | +281.1% | +28.5% | +252.6% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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