-41.1%
FIS vs XPO
+40.3%
-81.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.4% | -3.3% |
| 7D | -9.1% | -0.9% | -8.1% | -9.0% |
| 30D | -10.4% | -8.1% | -2.3% | -10.2% |
| 3M | -3.7% | -19.0% | +15.3% | -3.0% |
| 6M | -24.8% | -5.2% | -19.6% | -25.0% |
| YTD | -41.6% | +35.6% | -77.1% | -44.4% |
| All | -41.1% | +40.3% | -81.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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