-38.8%
FIS vs EXEL
+373.1%
-411.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.6% |
| 7D | -3.5% | +1.4% | -4.8% | -3.6% |
| 30D | -7.8% | +6.7% | -14.5% | -8.8% |
| 3M | +0.8% | +11.5% | -10.6% | -0.9% |
| 6M | -21.9% | +38.8% | -60.7% | -26.1% |
| YTD | -39.5% | +31.6% | -71.1% | -42.4% |
| 1Y | -41.0% | +53.0% | -94.0% | -45.3% |
| 3Y | -23.6% | +160.8% | -184.4% | -36.3% |
| 5Y | -65.6% | +190.1% | -255.7% | -72.1% |
| All | -38.8% | +373.1% | -411.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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