+3,717.0%
UNP vs FIS
+246.2%
+3,470.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -1.7% |
| 7D | -2.1% | +1.5% | -3.6% | -2.6% |
| 30D | +7.3% | -11.8% | +19.1% | +9.8% |
| 3M | +3.6% | -28.5% | +32.2% | +13.6% |
| 6M | +15.8% | -27.0% | +42.9% | +25.3% |
| YTD | +32.6% | -53.1% | +85.7% | +65.7% |
| 1Y | +37.2% | -52.8% | +90.0% | +70.9% |
| 3Y | +52.6% | -37.5% | +90.1% | +68.2% |
| 5Y | +40.6% | -71.1% | +111.6% | +94.5% |
| 10Y | +288.4% | -52.0% | +340.5% | +340.9% |
| All | +3,717.0% | +246.2% | +3,470.8% | +2,349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling