-38.8%
FIS vs EXPE
+121.7%
-160.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.4% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -16.7% | -6.1% | -10.6% | -16.7% |
| 3M | -32.3% | -21.3% | -11.0% | -29.4% |
| 6M | -29.1% | +19.0% | -48.1% | -33.3% |
| YTD | -54.1% | -8.4% | -45.7% | -54.5% |
| 1Y | -53.7% | -2.8% | -50.9% | -54.7% |
| 3Y | -38.8% | +120.8% | -159.6% | -50.8% |
| All | -38.8% | +121.7% | -160.5% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling