+547.9%
FAST vs XPO
+1,421.2%
-873.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +1.5% |
| 7D | +3.8% | -1.9% | +5.8% | +4.3% |
| 30D | +8.1% | +2.5% | +5.6% | +7.2% |
| 3M | +5.8% | -7.2% | +13.0% | +7.4% |
| 6M | +24.9% | -8.1% | +32.9% | +26.6% |
| YTD | +38.9% | +38.3% | +0.6% | +26.7% |
| 1Y | +36.5% | +33.6% | +2.9% | +25.3% |
| 3Y | +98.1% | +133.1% | -34.9% | +51.6% |
| 5Y | +109.3% | +308.9% | -199.6% | +31.0% |
| 10Y | +547.9% | +1,371.8% | -823.8% | +179.8% |
| All | +547.9% | +1,421.2% | -873.3% | +179.8% |
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