+106.1%
FAST vs XPO
+262.4%
-156.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.5% |
| 7D | +1.8% | -0.9% | +2.7% | +2.0% |
| 30D | -6.4% | -8.1% | +1.7% | -4.8% |
| 3M | +5.3% | -19.0% | +24.4% | +10.1% |
| 6M | +5.4% | -5.2% | +10.6% | +6.0% |
| YTD | +23.6% | +35.6% | -12.0% | +14.4% |
| 1Y | +4.1% | +41.1% | -37.0% | -5.1% |
| 3Y | +92.4% | +157.9% | -65.5% | +46.4% |
| 5Y | +106.1% | +265.6% | -159.5% | +32.9% |
| All | +106.1% | +262.4% | -156.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling