+2,939.9%
FAST vs XPO
+10,316.6%
-7,376.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.7% |
| 30D | -0.8% | -3.5% | +2.8% | -0.4% |
| 3M | +5.8% | -11.9% | +17.7% | +7.3% |
| 6M | +8.0% | -10.0% | +17.9% | +9.0% |
| YTD | +25.6% | +42.1% | -16.4% | +19.7% |
| 1Y | +0.8% | +47.6% | -46.8% | -4.7% |
| 3Y | +86.1% | +153.6% | -67.5% | +61.8% |
| 5Y | +100.2% | +266.5% | -166.3% | +62.9% |
| 10Y | +494.2% | +1,460.4% | -966.3% | +312.0% |
| All | +2,939.9% | +10,316.6% | -7,376.7% | +1,673.6% |
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 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