-71.1%
FIS vs XPO
+315.9%
-386.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.6% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | -11.8% | +4.7% | -16.5% | -12.6% |
| 3M | -28.5% | -7.1% | -21.5% | -27.7% |
| 6M | -27.0% | -6.3% | -20.8% | -26.7% |
| YTD | -53.1% | +39.1% | -92.2% | -57.1% |
| 1Y | -52.8% | +36.7% | -89.4% | -56.7% |
| 3Y | -37.5% | +127.4% | -164.9% | -52.1% |
| 5Y | -71.1% | +315.0% | -386.1% | -83.3% |
| All | -71.1% | +315.9% | -386.9% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling