+186.8%
F vs XPO
+10,316.6%
-10,129.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +0.7% |
| 7D | +5.3% | +2.4% | +2.9% | +4.9% |
| 30D | +4.6% | -3.5% | +8.1% | +5.1% |
| 3M | -3.7% | -11.9% | +8.3% | -1.8% |
| 6M | +16.8% | -10.0% | +26.8% | +18.4% |
| YTD | +15.3% | +42.1% | -26.8% | +8.0% |
| 1Y | +31.0% | +47.6% | -16.6% | +21.6% |
| 3Y | +45.4% | +153.6% | -108.1% | +20.7% |
| 5Y | +54.7% | +266.5% | -211.8% | +18.4% |
| 10Y | +98.2% | +1,460.4% | -1,362.2% | +25.1% |
| All | +186.8% | +10,316.6% | -10,129.7% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling