-67.5%
FIS vs EXE
+187.5%
-255.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -9.1% | -2.7% | -6.4% | -8.6% |
| 30D | -10.4% | -0.4% | -10.1% | -10.4% |
| 3M | -3.7% | +9.5% | -13.2% | -5.5% |
| 6M | -24.8% | -9.3% | -15.4% | -23.6% |
| YTD | -41.6% | -10.9% | -30.7% | -40.6% |
| 1Y | -42.7% | +4.3% | -47.0% | -43.9% |
| 3Y | -26.2% | +18.8% | -45.0% | -30.7% |
| 5Y | -66.1% | +101.4% | -167.5% | -70.4% |
| All | -67.5% | +187.5% | -255.0% | -71.9% |
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