+291.3%
FE vs XPO
+9,445.4%
-9,154.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -1.0% | -6.7% | +5.6% | -0.7% |
| 30D | +4.1% | -1.9% | +6.0% | +4.2% |
| 3M | -1.0% | -9.9% | +8.9% | -0.6% |
| 6M | +4.0% | -16.4% | +20.4% | +4.8% |
| YTD | +6.8% | +30.2% | -23.4% | +5.1% |
| 1Y | +5.3% | +29.9% | -24.6% | +3.5% |
| 3Y | +44.6% | +122.6% | -78.1% | +36.7% |
| 5Y | +44.2% | +278.9% | -234.7% | +30.8% |
| 10Y | +107.3% | +1,375.3% | -1,268.0% | +76.5% |
| All | +291.3% | +9,445.4% | -9,154.0% | +216.0% |
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 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