-42.7%
FIS vs EXE
+4.5%
-47.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.3% |
| 7D | -9.1% | -2.7% | -6.4% | -8.9% |
| 30D | -10.4% | -0.4% | -10.1% | -10.4% |
| 3M | -3.7% | +9.5% | -13.2% | -4.3% |
| 6M | -24.8% | -9.3% | -15.4% | -24.6% |
| YTD | -41.6% | -10.9% | -30.7% | -41.0% |
| 1Y | -42.7% | +4.3% | -47.0% | -43.3% |
| All | -42.7% | +4.5% | -47.2% | -43.3% |
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