+42.4%
FCEL vs XPO
+38.8%
+3.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.8% |
| 7D | -14.9% | +3.5% | -18.4% | -15.3% |
| 30D | -41.7% | +2.8% | -44.5% | -41.9% |
| 3M | -53.2% | -7.5% | -45.7% | -52.9% |
| 6M | -19.0% | -5.9% | -13.1% | -19.2% |
| YTD | +44.2% | +38.4% | +5.8% | +39.5% |
| 1Y | +42.4% | +33.7% | +8.7% | +38.2% |
| All | +42.4% | +38.8% | +3.7% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling