-40.6%
FIS vs EXPD
+72.3%
-112.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.1% |
| 7D | -29.4% | -5.5% | -23.9% | -28.2% |
| 30D | -16.7% | -1.9% | -14.9% | -16.0% |
| 3M | -33.0% | +6.1% | -39.1% | -33.6% |
| 6M | -33.3% | +21.6% | -55.0% | -36.2% |
| YTD | -56.0% | +27.9% | -83.9% | -58.7% |
| 1Y | -54.6% | +39.4% | -94.0% | -58.5% |
| 3Y | -40.6% | +72.7% | -113.3% | -51.8% |
| All | -40.6% | +72.3% | -112.9% | -51.8% |
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