+282.5%
UNP vs FIS
-41.9%
+324.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.2% |
| 7D | -1.7% | -9.1% | +7.4% | +1.3% |
| 30D | -2.1% | -10.4% | +8.3% | +1.2% |
| 3M | +5.4% | -3.7% | +9.1% | +6.0% |
| 6M | +13.4% | -24.8% | +38.1% | +22.9% |
| YTD | +25.0% | -41.6% | +66.5% | +47.6% |
| 1Y | +34.6% | -42.7% | +77.3% | +59.6% |
| 3Y | +43.6% | -26.2% | +69.9% | +51.4% |
| 5Y | +51.7% | -66.1% | +117.9% | +112.7% |
| 10Y | +282.5% | -40.9% | +323.4% | +326.5% |
| All | +282.5% | -41.9% | +324.5% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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