+137.4%
FIS vs XPO
+10,073.3%
-9,935.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.1% |
| 7D | -3.5% | +6.9% | -10.4% | -4.2% |
| 30D | -19.4% | +4.1% | -23.5% | -19.8% |
| 3M | -31.6% | -9.7% | -21.8% | -30.9% |
| 6M | -32.5% | -3.8% | -28.7% | -32.5% |
| YTD | -56.0% | +38.8% | -94.7% | -57.9% |
| 1Y | -55.5% | +34.2% | -89.8% | -57.3% |
| 3Y | -41.3% | +126.9% | -168.2% | -47.7% |
| 5Y | -72.3% | +297.5% | -369.7% | -77.1% |
| 10Y | -55.0% | +1,260.5% | -1,315.5% | -66.9% |
| All | +137.4% | +10,073.3% | -9,935.9% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling