+62.3%
FDS vs XPO
+1,516.3%
-1,454.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -14.0% | -5.7% | -8.3% | -13.0% |
| 30D | -6.2% | -12.8% | +6.6% | -3.9% |
| 3M | +10.2% | -20.0% | +30.1% | +14.5% |
| 6M | +27.4% | -6.0% | +33.5% | +27.8% |
| YTD | -9.3% | +34.0% | -43.3% | -16.1% |
| 1Y | -28.6% | +35.6% | -64.2% | -34.5% |
| 3Y | -36.8% | +152.3% | -189.1% | -51.3% |
| 5Y | -28.6% | +264.4% | -293.0% | -51.7% |
| All | +62.3% | +1,516.3% | -1,454.0% | -21.3% |
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