-23.2%
FDS vs XPO
+262.4%
-285.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -3.0% |
| 7D | -8.8% | -0.9% | -7.9% | -8.7% |
| 30D | -1.4% | -8.1% | +6.7% | -0.3% |
| 3M | +13.9% | -19.0% | +32.9% | +17.0% |
| 6M | +27.4% | -5.2% | +32.6% | +27.4% |
| YTD | -2.5% | +35.6% | -38.0% | -8.8% |
| 1Y | -23.8% | +41.1% | -64.9% | -29.6% |
| 3Y | -32.5% | +157.9% | -190.4% | -46.5% |
| 5Y | -23.2% | +265.6% | -288.8% | -50.0% |
| All | -23.2% | +262.4% | -285.6% | -50.0% |
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