-52.0%
FIS vs EXPD
+337.7%
-389.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.9% | +5.5% |
| 7D | +1.5% | -1.6% | +3.1% | +2.2% |
| 30D | -11.8% | +0.6% | -12.4% | -11.7% |
| 3M | -28.5% | +9.8% | -38.3% | -31.2% |
| 6M | -27.0% | +25.8% | -52.8% | -34.1% |
| YTD | -53.1% | +31.3% | -84.4% | -59.1% |
| 1Y | -52.8% | +40.9% | -93.7% | -60.2% |
| 3Y | -37.5% | +74.7% | -112.2% | -53.9% |
| 5Y | -71.1% | +62.9% | -133.9% | -78.4% |
| 10Y | -52.0% | +334.3% | -386.4% | -76.5% |
| All | -52.0% | +337.7% | -389.7% | -76.5% |
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