+50.0%
FANG vs XPO
+151.0%
-101.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -5.7% | +8.5% | +3.7% |
| 30D | +2.6% | -12.8% | +15.4% | +4.5% |
| 3M | +7.6% | -20.0% | +27.5% | +10.9% |
| 6M | +17.3% | -6.0% | +23.4% | +17.1% |
| YTD | +38.7% | +34.0% | +4.6% | +28.7% |
| 1Y | +51.6% | +35.6% | +16.1% | +39.7% |
| 3Y | +50.0% | +152.3% | -102.3% | +26.6% |
| All | +50.0% | +151.0% | -101.0% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling