-55.1%
FIS vs EXPD
+39.4%
-94.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -27.4% | -7.4% | -20.0% | -26.1% |
| 30D | -16.8% | -2.1% | -14.7% | -15.9% |
| 3M | -32.6% | +5.7% | -38.3% | -32.5% |
| 6M | -33.4% | +21.4% | -54.8% | -34.5% |
| YTD | -56.0% | +27.6% | -83.7% | -57.3% |
| 1Y | -55.1% | +36.1% | -91.2% | -57.6% |
| All | -55.1% | +39.4% | -94.5% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling