-42.7%
FIS vs EXPE
+26.5%
-69.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -9.1% | -11.5% | +2.4% | -5.4% |
| 30D | -10.4% | -13.1% | +2.6% | -6.4% |
| 3M | -3.7% | +18.1% | -21.8% | -8.9% |
| 6M | -24.8% | +13.3% | -38.0% | -28.0% |
| YTD | -41.6% | -3.2% | -38.3% | -42.2% |
| 1Y | -42.7% | +26.1% | -68.9% | -45.4% |
| All | -42.7% | +26.5% | -69.2% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling