+294.2%
FE vs XPO
+10,316.6%
-10,022.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -0.8% |
| 7D | +1.9% | +2.4% | -0.5% | +1.8% |
| 30D | -1.2% | -3.5% | +2.4% | -1.0% |
| 3M | +3.5% | -11.9% | +15.4% | +4.0% |
| 6M | -6.1% | -10.0% | +3.9% | -5.8% |
| YTD | +7.6% | +42.1% | -34.5% | +5.4% |
| 1Y | +11.9% | +47.6% | -35.7% | +9.3% |
| 3Y | +48.4% | +153.6% | -105.1% | +39.3% |
| 5Y | +44.8% | +266.5% | -221.7% | +31.6% |
| 10Y | +115.9% | +1,460.4% | -1,344.6% | +83.3% |
| All | +294.2% | +10,316.6% | -10,022.4% | +217.1% |
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