+2.0%
FISV vs XPO
+1,516.3%
-1,514.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -2.7% | -5.7% | +3.0% | -1.4% |
| 30D | 0.0% | -12.8% | +12.8% | +3.0% |
| 3M | -2.8% | -20.0% | +17.2% | +1.8% |
| 6M | -11.8% | -6.0% | -5.8% | -11.3% |
| YTD | -23.2% | +34.0% | -57.3% | -29.1% |
| 1Y | -62.0% | +35.6% | -97.5% | -65.3% |
| 3Y | -57.6% | +152.3% | -209.9% | -68.2% |
| 5Y | -53.4% | +264.4% | -317.8% | -69.8% |
| All | +2.0% | +1,516.3% | -1,514.3% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling