-51.1%
FIS vs EXPD
+53.8%
-104.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.2% | -20.4% | -23.0% |
| 7D | -18.4% | +0.3% | -18.7% | -18.0% |
| 30D | -11.4% | +1.8% | -13.2% | -11.2% |
| 3M | -32.0% | +8.9% | -40.9% | -32.3% |
| 6M | -35.6% | +42.2% | -77.8% | -38.6% |
| YTD | -53.8% | +33.4% | -87.1% | -55.6% |
| 1Y | -51.1% | +47.2% | -98.2% | -54.7% |
| All | -51.1% | +53.8% | -104.9% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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