+362.1%
UNP vs USFR
+28.6%
+333.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | +0.1% | +4.2% | +4.2% |
| 30D | +5.6% | +0.4% | +5.2% | +5.4% |
| 3M | +2.0% | +1.1% | +1.0% | +1.4% |
| 6M | +15.4% | +2.0% | +13.4% | +14.0% |
| YTD | +32.7% | +3.5% | +29.3% | +30.0% |
| 1Y | +39.4% | +4.1% | +35.3% | +36.1% |
| 3Y | +54.3% | +14.4% | +39.9% | +42.3% |
| 5Y | +39.6% | +21.4% | +18.2% | +24.1% |
| 10Y | +288.9% | +28.6% | +260.3% | +235.9% |
| All | +362.1% | +28.6% | +333.5% | +292.5% |
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