-52.4%
FIS vs EXPD
+335.0%
-387.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +2.8% | +5.5% | -2.7% | +0.4% |
| 30D | -16.7% | -0.8% | -15.9% | -16.2% |
| 3M | -32.3% | +4.1% | -36.4% | -33.3% |
| 6M | -29.1% | +25.7% | -54.7% | -36.0% |
| YTD | -54.1% | +31.4% | -85.5% | -60.0% |
| 1Y | -53.7% | +42.2% | -95.9% | -61.2% |
| 3Y | -38.8% | +77.2% | -116.0% | -55.2% |
| 5Y | -71.1% | +61.0% | -132.1% | -78.3% |
| All | -52.4% | +335.0% | -387.4% | -77.2% |
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