-75.5%
FIS vs EXE
+161.7%
-237.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.6% |
| 7D | -27.4% | -2.2% | -25.2% | -27.0% |
| 30D | -16.8% | -0.3% | -16.5% | -16.7% |
| 3M | -32.6% | -9.3% | -23.3% | -31.4% |
| 6M | -33.4% | -7.2% | -26.2% | -32.5% |
| YTD | -56.0% | -18.9% | -37.1% | -54.5% |
| 1Y | -55.1% | -21.7% | -33.4% | -53.3% |
| 3Y | -41.4% | +21.0% | -62.4% | -45.3% |
| 5Y | -72.7% | +76.0% | -148.6% | -75.6% |
| All | -75.5% | +161.7% | -237.2% | -78.5% |
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