+364.8%
UNP vs USFR
+28.6%
+336.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +7.7% | +0.4% | +7.4% | +7.5% |
| 3M | +4.0% | +1.0% | +3.0% | +3.4% |
| 6M | +15.7% | +2.0% | +13.6% | +14.3% |
| YTD | +33.5% | +3.4% | +30.0% | +30.8% |
| 1Y | +38.9% | +4.1% | +34.9% | +35.6% |
| 3Y | +53.7% | +14.4% | +39.3% | +41.6% |
| 5Y | +40.4% | +21.4% | +19.0% | +24.9% |
| 10Y | +291.1% | +28.5% | +262.6% | +237.9% |
| All | +364.8% | +28.6% | +336.2% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling