-33.9%
FIS vs XE
-63.2%
+29.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.1% |
| 7D | +2.8% | +6.2% | -3.4% | +3.1% |
| 30D | -16.7% | -4.8% | -11.9% | -16.8% |
| 3M | -32.3% | -51.3% | +19.0% | -34.3% |
| 6M | -29.1% | -64.2% | +35.2% | -32.6% |
| All | -33.9% | -63.2% | +29.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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