-71.1%
FIS vs EXPD
+62.8%
-133.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.9% | +5.7% |
| 7D | +1.5% | -1.6% | +3.1% | +2.1% |
| 30D | -11.8% | +0.6% | -12.4% | -11.7% |
| 3M | -28.5% | +9.8% | -38.3% | -30.6% |
| 6M | -27.0% | +25.8% | -52.8% | -32.5% |
| YTD | -53.1% | +31.3% | -84.4% | -57.7% |
| 1Y | -52.8% | +40.9% | -93.7% | -58.6% |
| 3Y | -37.5% | +74.7% | -112.2% | -51.1% |
| 5Y | -71.1% | +62.9% | -133.9% | -79.0% |
| All | -71.1% | +62.8% | -133.9% | -79.0% |
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