+643.8%
FDX vs XPO
+10,316.6%
-9,672.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -1.3% |
| 7D | -2.5% | +2.4% | -4.9% | -3.0% |
| 30D | +3.8% | -3.5% | +7.3% | +4.3% |
| 3M | -1.3% | -11.9% | +10.6% | +0.7% |
| 6M | +5.0% | -10.0% | +15.0% | +6.7% |
| YTD | +39.6% | +42.1% | -2.4% | +31.6% |
| 1Y | +81.1% | +47.6% | +33.5% | +69.0% |
| 3Y | +63.0% | +153.6% | -90.5% | +37.8% |
| 5Y | +65.6% | +266.5% | -200.9% | +29.7% |
| 10Y | +183.4% | +1,460.4% | -1,277.1% | +87.5% |
| All | +643.8% | +10,316.6% | -9,672.8% | +339.1% |
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