+230.6%
FIS vs EXPD
+1,587.1%
-1,356.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.4% |
| 7D | -25.5% | -7.2% | -18.3% | -23.1% |
| 30D | -15.1% | -3.3% | -11.8% | -13.7% |
| 3M | -32.1% | +3.4% | -35.5% | -32.9% |
| 6M | -36.1% | +22.7% | -58.8% | -41.0% |
| YTD | -55.4% | +24.5% | -79.9% | -59.5% |
| 1Y | -53.9% | +38.6% | -92.5% | -59.9% |
| 3Y | -39.8% | +71.5% | -111.3% | -52.6% |
| 5Y | -71.1% | +56.2% | -127.3% | -76.8% |
| 10Y | -53.8% | +310.5% | -364.3% | -74.5% |
| All | +230.6% | +1,587.1% | -1,356.5% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling