+37.9%
UNP vs FIS
-71.8%
+109.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.6% |
| 7D | -3.3% | -29.4% | +26.2% | +1.4% |
| 30D | +6.7% | -16.7% | +23.5% | +8.7% |
| 3M | +1.8% | -33.0% | +34.8% | +7.4% |
| 6M | +13.3% | -33.3% | +46.7% | +19.3% |
| YTD | +30.3% | -56.0% | +86.3% | +48.0% |
| 1Y | +36.9% | -54.6% | +91.5% | +54.4% |
| 3Y | +50.9% | -40.6% | +91.6% | +61.2% |
| 5Y | +37.9% | -71.9% | +109.9% | +65.8% |
| All | +37.9% | -71.8% | +109.7% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling