-40.9%
FIS vs EXPE
+153.6%
-194.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -9.1% | -11.5% | +2.4% | -5.9% |
| 30D | -10.4% | -13.1% | +2.6% | -6.9% |
| 3M | -3.7% | +18.1% | -21.8% | -8.4% |
| 6M | -24.8% | +13.3% | -38.0% | -27.7% |
| YTD | -41.6% | -3.2% | -38.3% | -41.8% |
| 1Y | -42.7% | +26.1% | -68.9% | -47.4% |
| 3Y | -26.2% | +151.7% | -177.9% | -46.7% |
| 5Y | -66.1% | +88.3% | -154.5% | -74.7% |
| 10Y | -40.9% | +158.0% | -198.9% | -66.4% |
| All | -40.9% | +153.6% | -194.5% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling