-73.9%
FIS vs EXE
+163.8%
-237.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.6% |
| 7D | +1.5% | +1.5% | 0.0% | +1.2% |
| 30D | -11.8% | -0.2% | -11.6% | -11.7% |
| 3M | -28.5% | -9.2% | -19.3% | -27.2% |
| 6M | -27.0% | -7.2% | -19.8% | -26.1% |
| YTD | -53.1% | -18.3% | -34.8% | -51.5% |
| 1Y | -52.8% | -23.6% | -29.1% | -50.6% |
| 3Y | -37.5% | +21.9% | -59.4% | -41.7% |
| 5Y | -71.1% | +73.7% | -144.7% | -74.2% |
| All | -73.9% | +163.8% | -237.6% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling