-25.3%
FDS vs XPO
+132.3%
-157.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.0% | -1.5% | -0.4% | -1.9% |
| 30D | +13.5% | +2.6% | +10.9% | +13.2% |
| 3M | +15.2% | -6.1% | +21.3% | +15.6% |
| 6M | +47.0% | -8.0% | +55.0% | +47.7% |
| YTD | +13.9% | +38.5% | -24.6% | +7.7% |
| 1Y | +25.2% | +35.0% | -9.8% | +18.6% |
| 3Y | -25.3% | +126.5% | -151.8% | -37.4% |
| All | -25.3% | +132.3% | -157.6% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling