-17.2%
F vs XPO
+306.2%
-323.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.6% |
| 7D | -3.1% | +9.0% | -12.1% | -5.7% |
| 30D | 0.0% | +4.2% | -4.1% | -1.4% |
| 3M | -13.2% | -8.7% | -4.6% | -11.1% |
| 6M | -10.2% | -2.8% | -7.4% | -10.1% |
| YTD | -4.9% | +41.9% | -46.8% | -16.6% |
| 1Y | -6.1% | +42.3% | -48.4% | -17.9% |
| 3Y | +46.0% | +127.3% | -81.3% | -0.3% |
| All | -17.2% | +306.2% | -323.4% | -61.0% |
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