-30.1%
FDS vs XPO
+159.4%
-189.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.1% |
| 7D | -5.4% | +2.7% | -8.1% | -5.6% |
| 30D | +1.6% | -6.2% | +7.8% | +2.1% |
| 3M | +17.7% | -15.4% | +33.1% | +19.4% |
| 6M | +29.1% | +0.7% | +28.3% | +28.2% |
| YTD | +1.0% | +39.8% | -38.9% | -4.8% |
| 1Y | -21.6% | +43.3% | -64.9% | -26.6% |
| 3Y | -30.1% | +166.0% | -196.2% | -42.9% |
| All | -30.1% | +159.4% | -189.5% | -42.9% |
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