+151.5%
EXC vs FIS
-40.5%
+192.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +2.4% |
| 7D | +1.2% | -3.5% | +4.7% | +2.2% |
| 30D | -2.7% | -7.8% | +5.1% | -0.6% |
| 3M | -1.0% | +0.8% | -1.8% | -1.8% |
| 6M | -9.3% | -21.9% | +12.6% | -3.5% |
| YTD | +3.6% | -39.5% | +43.1% | +18.8% |
| 1Y | +5.9% | -41.0% | +46.9% | +22.1% |
| 3Y | +21.3% | -23.6% | +44.9% | +24.5% |
| 5Y | +46.2% | -65.6% | +111.8% | +98.4% |
| 10Y | +151.5% | -40.2% | +191.7% | +213.6% |
| All | +151.5% | -40.5% | +192.0% | +213.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling