+278.9%
UNP vs FIS
-53.2%
+332.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -1.8% |
| 7D | +4.2% | +2.8% | +1.4% | +3.1% |
| 30D | +5.6% | -16.7% | +22.3% | +9.5% |
| 3M | +2.0% | -32.3% | +34.3% | +12.9% |
| 6M | +15.4% | -29.1% | +44.5% | +24.9% |
| YTD | +32.7% | -54.1% | +86.9% | +65.6% |
| 1Y | +39.4% | -53.7% | +93.1% | +73.2% |
| 3Y | +54.3% | -38.8% | +93.1% | +68.6% |
| 5Y | +39.6% | -71.1% | +110.7% | +98.4% |
| All | +278.9% | -53.2% | +332.0% | +348.3% |
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