-18.5%
FIS vs EXPD
+68.7%
-87.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | -2.2% | +4.1% | -6.3% | -3.2% |
| 3M | +2.1% | +17.9% | -15.8% | -2.2% |
| 6M | -14.7% | +29.2% | -43.9% | -20.6% |
| YTD | -35.7% | +27.4% | -63.1% | -40.1% |
| 1Y | -37.1% | +56.8% | -93.9% | -45.4% |
| All | -18.5% | +68.7% | -87.2% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling