+613.4%
FDX vs XPO
+9,445.4%
-8,832.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -1.6% | -6.7% | +5.0% | -0.5% |
| 30D | +6.6% | -1.9% | +8.5% | +6.9% |
| 3M | -2.1% | -9.9% | +7.8% | -0.5% |
| 6M | +2.2% | -16.4% | +18.5% | +5.0% |
| YTD | +33.9% | +30.2% | +3.7% | +28.0% |
| 1Y | +50.2% | +29.9% | +20.4% | +43.5% |
| 3Y | +65.5% | +122.6% | -57.1% | +43.1% |
| 5Y | +74.1% | +278.9% | -204.8% | +36.3% |
| 10Y | +156.7% | +1,375.3% | -1,218.6% | +71.9% |
| All | +613.4% | +9,445.4% | -8,832.0% | +327.2% |
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