+178.8%
FDX vs XPO
+1,410.5%
-1,231.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.5% |
| 7D | -2.3% | -0.9% | -1.4% | -2.1% |
| 30D | -4.9% | -8.1% | +3.2% | -2.2% |
| 3M | -6.5% | -19.0% | +12.6% | +0.4% |
| 6M | +6.7% | -5.2% | +11.8% | +8.2% |
| YTD | +33.9% | +35.6% | -1.7% | +19.1% |
| 1Y | +72.2% | +41.1% | +31.1% | +49.6% |
| 3Y | +60.2% | +157.9% | -97.7% | +6.5% |
| 5Y | +62.9% | +265.6% | -202.7% | -10.3% |
| 10Y | +178.8% | +1,516.8% | -1,338.0% | -11.0% |
| All | +178.8% | +1,410.5% | -1,231.7% | -11.0% |
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 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