+295.2%
FE vs XPO
+9,445.4%
-9,150.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | 0.0% | -6.7% | +6.6% | +0.3% |
| 30D | +5.2% | -1.9% | +7.1% | +5.3% |
| 3M | 0.0% | -9.9% | +9.9% | +0.4% |
| 6M | +5.0% | -16.4% | +21.4% | +5.8% |
| YTD | +7.9% | +30.2% | -22.3% | +6.1% |
| 1Y | +6.3% | +29.9% | -23.5% | +4.5% |
| 3Y | +46.0% | +122.6% | -76.6% | +38.0% |
| 5Y | +45.6% | +278.9% | -233.2% | +32.1% |
| 10Y | +109.3% | +1,375.3% | -1,266.0% | +78.3% |
| All | +295.2% | +9,445.4% | -9,150.1% | +219.2% |
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