-55.3%
FIS vs EXPE
+119.8%
-175.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | -29.4% | -13.3% | -16.1% | -27.6% |
| 30D | -16.7% | -5.5% | -11.3% | -16.7% |
| 3M | -33.0% | -16.5% | -16.5% | -30.8% |
| 6M | -33.3% | +13.1% | -46.4% | -37.0% |
| YTD | -56.0% | -8.0% | -48.0% | -56.3% |
| 1Y | -54.6% | +1.1% | -55.7% | -56.1% |
| 3Y | -40.6% | +131.2% | -171.8% | -56.6% |
| 5Y | -71.9% | +39.8% | -111.7% | -77.5% |
| 10Y | -55.3% | +118.5% | -173.8% | -74.2% |
| All | -55.3% | +119.8% | -175.1% | -74.2% |
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