+40.6%
UNP vs USFR
+21.4%
+19.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +7.3% | +0.4% | +6.9% | +7.4% |
| 3M | +3.6% | +1.1% | +2.6% | +3.9% |
| 6M | +15.8% | +2.1% | +13.8% | +16.4% |
| YTD | +32.6% | +3.4% | +29.1% | +33.4% |
| 1Y | +37.2% | +4.1% | +33.1% | +37.9% |
| 3Y | +52.6% | +14.4% | +38.2% | +56.8% |
| 5Y | +40.6% | +21.4% | +19.1% | +69.0% |
| All | +40.6% | +21.4% | +19.2% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling