-54.3%
FIS vs EXPD
+336.9%
-391.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.4% |
| 7D | -3.5% | +3.6% | -7.1% | -5.0% |
| 30D | -19.4% | +0.3% | -19.7% | -19.3% |
| 3M | -31.6% | +6.1% | -37.6% | -33.1% |
| 6M | -32.5% | +27.4% | -59.9% | -39.5% |
| YTD | -56.0% | +32.0% | -88.0% | -61.7% |
| 1Y | -55.5% | +40.5% | -96.1% | -62.5% |
| 3Y | -41.3% | +75.7% | -117.0% | -56.8% |
| 5Y | -72.3% | +61.7% | -134.0% | -79.2% |
| All | -54.3% | +336.9% | -391.2% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling