+66.4%
FBTC vs XPO
+117.5%
-51.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +22.3% | -8.1% | +30.4% | +24.2% |
| 3M | +26.0% | -19.0% | +45.0% | +31.1% |
| 6M | +13.2% | -5.2% | +18.3% | +13.3% |
| YTD | -10.7% | +35.6% | -46.3% | -17.7% |
| 1Y | -30.0% | +41.1% | -71.1% | -36.4% |
| All | +66.4% | +117.5% | -51.0% | +37.0% |
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