+81.0%
F vs XPO
+1,421.2%
-1,340.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.6% | -1.4% |
| 7D | -0.6% | -1.9% | +1.3% | -0.2% |
| 30D | +2.9% | +2.5% | +0.4% | +1.8% |
| 3M | -9.5% | -7.2% | -2.3% | -7.7% |
| 6M | +4.0% | -8.1% | +12.1% | +6.0% |
| YTD | -1.3% | +38.3% | -39.6% | -13.0% |
| 1Y | -1.9% | +33.6% | -35.5% | -12.8% |
| 3Y | +53.5% | +133.1% | -79.6% | +5.6% |
| 5Y | -15.1% | +308.9% | -324.1% | -55.3% |
| 10Y | +81.0% | +1,371.8% | -1,290.8% | -40.1% |
| All | +81.0% | +1,421.2% | -1,340.2% | -40.1% |
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 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