-53.7%
FIS vs EXE
-23.9%
-29.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.1% |
| 7D | +2.8% | +5.3% | -2.5% | +2.2% |
| 30D | -16.7% | -2.2% | -14.5% | -16.6% |
| 3M | -32.3% | -5.9% | -26.4% | -32.2% |
| 6M | -29.1% | -5.7% | -23.3% | -28.9% |
| YTD | -54.1% | -17.8% | -36.3% | -53.8% |
| 1Y | -53.7% | -23.1% | -30.6% | -53.5% |
| All | -53.7% | -23.9% | -29.8% | -53.5% |
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 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