-62.2%
FIS vs EXPD
+61.6%
-123.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.5% |
| 30D | -2.2% | +4.1% | -6.3% | -3.6% |
| 3M | +2.1% | +17.9% | -15.8% | -3.7% |
| 6M | -14.7% | +29.2% | -43.9% | -22.5% |
| YTD | -35.7% | +27.4% | -63.1% | -41.6% |
| 1Y | -37.1% | +56.8% | -93.9% | -47.5% |
| 3Y | -20.0% | +68.0% | -88.0% | -36.6% |
| All | -62.2% | +61.6% | -123.8% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling