-51.1%
FIS vs EXE
-18.4%
-32.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -2.9% | -20.8% | -23.3% |
| 7D | -18.4% | -4.7% | -13.8% | -18.0% |
| 30D | -11.4% | +1.0% | -12.4% | -11.3% |
| 3M | -32.0% | -5.6% | -26.4% | -31.7% |
| 6M | -35.6% | -12.3% | -23.3% | -35.3% |
| YTD | -53.8% | -19.5% | -34.3% | -53.2% |
| 1Y | -51.1% | -18.9% | -32.2% | -50.0% |
| All | -51.1% | -18.4% | -32.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling