+34.6%
UNP vs FIS
-42.9%
+77.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | -1.7% | -9.1% | +7.4% | -1.5% |
| 30D | -2.1% | -10.4% | +8.3% | -1.8% |
| 3M | +5.4% | -3.7% | +9.1% | +5.4% |
| 6M | +13.4% | -24.8% | +38.1% | +13.9% |
| YTD | +25.0% | -41.6% | +66.5% | +30.9% |
| 1Y | +34.6% | -42.7% | +77.3% | +40.7% |
| All | +34.6% | -42.9% | +77.5% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling