-23.6%
FIS vs EXE
+21.0%
-44.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -5.9% |
| 7D | -3.5% | -1.8% | -1.7% | -3.3% |
| 30D | -7.8% | +6.4% | -14.2% | -8.5% |
| 3M | +0.8% | +9.2% | -8.4% | -0.3% |
| 6M | -21.9% | -7.0% | -14.9% | -21.4% |
| YTD | -39.5% | -9.5% | -30.0% | -38.9% |
| 1Y | -41.0% | +6.2% | -47.2% | -41.9% |
| 3Y | -23.6% | +20.7% | -44.4% | -27.5% |
| All | -23.6% | +21.0% | -44.6% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling