+203.6%
FIS vs EXPE
+851.4%
-647.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +1.1% | -9.5% | +10.6% | +3.5% |
| 30D | -2.2% | -6.6% | +4.4% | -0.7% |
| 3M | +2.1% | +31.4% | -29.2% | -4.7% |
| 6M | -14.7% | +35.2% | -49.9% | -21.2% |
| YTD | -35.7% | +5.8% | -41.5% | -37.2% |
| 1Y | -37.1% | +38.7% | -75.7% | -42.8% |
| 3Y | -20.0% | +175.8% | -195.8% | -40.6% |
| 5Y | -62.1% | +111.8% | -174.0% | -71.1% |
| 10Y | -37.4% | +179.7% | -217.1% | -58.7% |
| All | +203.6% | +851.4% | -647.9% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling