+1,440.5%
FANG vs XPO
+4,311.7%
-2,871.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -5.7% | +8.5% | +4.6% |
| 30D | +2.6% | -12.8% | +15.4% | +6.5% |
| 3M | +7.6% | -20.0% | +27.5% | +14.0% |
| 6M | +17.3% | -6.0% | +23.4% | +17.3% |
| YTD | +38.7% | +34.0% | +4.6% | +23.4% |
| 1Y | +51.6% | +35.6% | +16.1% | +33.2% |
| 3Y | +50.0% | +152.3% | -102.3% | +2.4% |
| 5Y | +237.6% | +264.4% | -26.8% | +91.1% |
| 10Y | +180.7% | +1,498.6% | -1,318.0% | +5.5% |
| All | +1,440.5% | +4,311.7% | -2,871.2% | +364.7% |
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