+1,260.8%
FDS vs XPO
+10,300.9%
-9,040.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +1.5% | +9.0% | -7.5% | +0.6% |
| 30D | +14.8% | +4.2% | +10.7% | +14.3% |
| 3M | +16.3% | -8.7% | +24.9% | +17.1% |
| 6M | +66.2% | -2.8% | +69.0% | +66.1% |
| YTD | +16.2% | +41.9% | -25.6% | +11.1% |
| 1Y | +21.8% | +42.3% | -20.5% | +16.4% |
| 3Y | -23.9% | +127.3% | -151.1% | -31.8% |
| 5Y | -23.1% | +306.4% | -329.5% | -36.1% |
| 10Y | +128.7% | +1,290.9% | -1,162.2% | +69.5% |
| All | +1,260.8% | +10,300.9% | -9,040.1% | +779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling