+153.4%
FDX vs XPO
+1,356.2%
-1,202.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | -1.5% | +2.0% | +1.0% |
| 30D | +9.5% | +2.6% | +6.9% | +8.4% |
| 3M | -1.3% | -6.1% | +4.8% | +0.5% |
| 6M | +5.5% | -8.0% | +13.5% | +8.0% |
| YTD | +38.9% | +38.5% | +0.4% | +22.4% |
| 1Y | +58.8% | +35.0% | +23.8% | +40.8% |
| 3Y | +71.1% | +126.5% | -55.3% | +19.7% |
| 5Y | +76.3% | +315.4% | -239.1% | -7.1% |
| 10Y | +153.4% | +1,272.1% | -1,118.7% | -11.4% |
| All | +153.4% | +1,356.2% | -1,202.8% | -11.4% |
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 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