+149.8%
FDX vs XPO
+1,236.5%
-1,086.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +0.8% | +6.9% | -6.1% | -1.6% |
| 30D | +9.9% | +4.1% | +5.8% | +8.2% |
| 3M | -1.9% | -9.7% | +7.8% | +1.4% |
| 6M | +6.1% | -3.8% | +9.9% | +6.9% |
| YTD | +38.8% | +38.8% | 0.0% | +22.2% |
| 1Y | +50.0% | +34.2% | +15.8% | +33.3% |
| 3Y | +71.0% | +126.9% | -55.9% | +19.6% |
| 5Y | +72.5% | +297.5% | -225.0% | -7.7% |
| All | +149.8% | +1,236.5% | -1,086.7% | -11.6% |
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