-71.9%
FIS vs EXE
+64.7%
-136.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -29.4% | -3.9% | -25.5% | -28.7% |
| 30D | -16.7% | -2.6% | -14.2% | -16.2% |
| 3M | -33.0% | -6.9% | -26.1% | -32.0% |
| 6M | -33.3% | -9.3% | -24.0% | -32.1% |
| YTD | -56.0% | -20.7% | -35.3% | -54.1% |
| 1Y | -54.6% | -21.8% | -32.7% | -52.6% |
| 3Y | -40.6% | +16.2% | -56.8% | -44.7% |
| 5Y | -71.9% | +61.1% | -133.0% | -75.1% |
| All | -71.9% | +64.7% | -136.6% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling