-15.8%
F vs XPO
+275.5%
-291.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.6% | -6.7% | +8.2% | +3.7% |
| 30D | +2.6% | -1.9% | +4.5% | +3.1% |
| 3M | -8.8% | -9.9% | +1.1% | -6.2% |
| 6M | +4.6% | -16.4% | +21.0% | +9.8% |
| YTD | -1.9% | +30.2% | -32.1% | -11.6% |
| 1Y | -0.8% | +29.9% | -30.6% | -10.7% |
| 3Y | +43.5% | +122.6% | -79.2% | -1.8% |
| All | -15.8% | +275.5% | -291.4% | -59.4% |
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