-54.5%
FIS vs EXPD
+304.0%
-358.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.3% |
| 7D | -25.5% | -7.2% | -18.3% | -22.7% |
| 30D | -15.1% | -3.3% | -11.8% | -13.5% |
| 3M | -32.1% | +3.4% | -35.5% | -33.0% |
| 6M | -36.1% | +22.7% | -58.8% | -41.7% |
| YTD | -55.4% | +24.5% | -79.9% | -60.2% |
| 1Y | -53.9% | +38.6% | -92.5% | -60.9% |
| 3Y | -39.8% | +71.5% | -111.3% | -55.3% |
| 5Y | -71.1% | +56.2% | -127.3% | -78.1% |
| All | -54.5% | +304.0% | -358.5% | -77.3% |
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