+37.1%
UNP vs FIS
-54.6%
+91.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.9% | -27.4% | +26.5% | -0.6% |
| 30D | +8.0% | -16.8% | +24.8% | +7.9% |
| 3M | +3.3% | -32.6% | +36.0% | +3.7% |
| 6M | +14.7% | -33.4% | +48.1% | +14.6% |
| YTD | +31.9% | -56.0% | +88.0% | +41.9% |
| 1Y | +37.1% | -55.1% | +92.2% | +46.7% |
| All | +37.1% | -54.6% | +91.7% | +46.7% |
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