+342.5%
UNP vs USFR
+27.5%
+315.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -1.5% | +0.3% | -1.8% | -1.7% |
| 3M | +10.3% | +1.0% | +9.3% | +9.6% |
| 6M | +9.7% | +1.9% | +7.7% | +8.4% |
| YTD | +27.1% | +2.6% | +24.5% | +25.1% |
| 1Y | +32.6% | +4.0% | +28.6% | +29.5% |
| 3Y | +40.0% | +14.1% | +25.9% | +29.2% |
| 5Y | +50.8% | +20.4% | +30.4% | +34.8% |
| 10Y | +278.6% | +28.0% | +250.6% | +228.1% |
| All | +342.5% | +27.5% | +315.0% | +277.8% |
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