+537.5%
FAST vs XPO
+1,236.5%
-699.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +5.0% | +6.9% | -1.9% | +3.3% |
| 30D | +8.6% | +4.1% | +4.5% | +7.3% |
| 3M | +6.9% | -9.7% | +16.7% | +9.2% |
| 6M | +29.6% | -3.8% | +33.4% | +29.9% |
| YTD | +41.4% | +38.8% | +2.7% | +28.9% |
| 1Y | +38.5% | +34.2% | +4.3% | +27.0% |
| 3Y | +98.7% | +126.9% | -28.2% | +53.2% |
| 5Y | +108.0% | +297.5% | -189.4% | +31.3% |
| All | +537.5% | +1,236.5% | -699.0% | +188.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling