+46.9%
UNP vs FIS
-18.3%
+65.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -5.3% | +1.1% | -6.4% | -5.5% |
| 30D | -1.5% | -2.2% | +0.7% | -1.2% |
| 3M | +10.3% | +2.1% | +8.1% | +9.4% |
| 6M | +9.7% | -14.7% | +24.3% | +12.3% |
| YTD | +27.1% | -35.7% | +62.8% | +40.0% |
| 1Y | +32.6% | -37.1% | +69.6% | +46.6% |
| All | +46.9% | -18.3% | +65.3% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling