+50.0%
UNP vs FIS
-64.6%
+114.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.6% |
| 7D | -0.7% | -3.5% | +2.7% | -0.2% |
| 30D | -1.1% | -7.8% | +6.7% | +0.1% |
| 3M | +7.9% | +0.8% | +7.0% | +7.3% |
| 6M | +14.6% | -21.9% | +36.5% | +19.0% |
| YTD | +26.6% | -39.5% | +66.1% | +38.0% |
| 1Y | +35.6% | -41.0% | +76.6% | +48.3% |
| 3Y | +45.5% | -23.6% | +69.1% | +50.7% |
| 5Y | +50.0% | -65.6% | +115.6% | +81.2% |
| All | +50.0% | -64.6% | +114.6% | +81.2% |
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