+110.6%
FIS vs EXPE
+727.6%
-617.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -1.1% |
| 7D | -25.5% | -9.3% | -16.1% | -24.6% |
| 30D | -15.1% | +0.1% | -15.2% | -16.2% |
| 3M | -32.1% | -15.3% | -16.8% | -30.4% |
| 6M | -36.1% | +5.5% | -41.5% | -38.0% |
| YTD | -55.4% | -8.0% | -47.4% | -55.6% |
| 1Y | -53.9% | +18.9% | -72.8% | -57.1% |
| 3Y | -39.8% | +135.5% | -175.3% | -54.0% |
| 5Y | -71.1% | +44.3% | -115.4% | -76.1% |
| 10Y | -53.8% | +117.7% | -171.6% | -68.2% |
| All | +110.6% | +727.6% | -617.0% | -25.3% |
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