-26.5%
FIS vs XPO
+153.8%
-180.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.4% | -3.1% |
| 7D | -9.1% | -0.9% | -8.1% | -9.0% |
| 30D | -10.4% | -8.1% | -2.3% | -9.6% |
| 3M | -3.7% | -19.0% | +15.3% | -1.6% |
| 6M | -24.8% | -5.2% | -19.6% | -24.8% |
| YTD | -41.6% | +35.6% | -77.1% | -44.7% |
| 1Y | -42.7% | +41.1% | -83.8% | -46.3% |
| All | -26.5% | +153.8% | -180.3% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling