+46.5%
F vs XPO
+271.9%
-225.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.7% | -3.8% |
| 7D | +1.2% | +2.7% | -1.5% | +0.3% |
| 30D | +1.2% | -6.2% | +7.4% | +3.1% |
| 3M | -5.7% | -15.4% | +9.7% | -1.1% |
| 6M | +17.9% | +0.7% | +17.2% | +16.8% |
| YTD | +10.4% | +39.8% | -29.4% | -2.4% |
| 1Y | +25.3% | +43.3% | -18.0% | +9.1% |
| 3Y | +37.5% | +166.0% | -128.6% | -11.7% |
| 5Y | +46.5% | +274.2% | -227.6% | -27.4% |
| All | +46.5% | +271.9% | -225.4% | -27.4% |
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 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