-55.3%
FIS vs EXPD
+334.2%
-389.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.5% |
| 7D | -29.4% | -5.5% | -23.9% | -27.4% |
| 30D | -16.7% | -1.9% | -14.9% | -15.8% |
| 3M | -33.0% | +6.1% | -39.1% | -34.6% |
| 6M | -33.3% | +21.6% | -55.0% | -39.0% |
| YTD | -56.0% | +27.9% | -83.9% | -61.2% |
| 1Y | -54.6% | +39.4% | -94.0% | -61.6% |
| 3Y | -40.6% | +72.7% | -113.3% | -56.0% |
| 5Y | -71.9% | +60.3% | -132.2% | -79.0% |
| 10Y | -55.3% | +332.6% | -387.9% | -78.0% |
| All | -55.3% | +334.2% | -389.5% | -78.0% |
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