+238.2%
FIS vs EXPD
+1,626.1%
-1,387.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | +0.4% |
| 7D | -21.2% | -4.8% | -16.4% | -19.4% |
| 30D | -12.1% | -1.5% | -10.5% | -11.3% |
| 3M | -30.6% | +4.1% | -34.7% | -31.6% |
| 6M | -35.5% | +24.0% | -59.5% | -40.7% |
| YTD | -54.4% | +27.4% | -81.8% | -58.9% |
| 1Y | -52.9% | +38.4% | -91.2% | -59.0% |
| 3Y | -38.7% | +73.2% | -111.8% | -51.9% |
| 5Y | -70.4% | +59.9% | -130.3% | -76.5% |
| 10Y | -52.8% | +319.9% | -372.7% | -74.1% |
| All | +238.2% | +1,626.1% | -1,387.9% | +13.5% |
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