+36.6%
FFIV vs XPO
+38.8%
-2.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -9.8% | +3.5% | -13.3% | -10.5% |
| 30D | -28.1% | +2.8% | -30.9% | -28.4% |
| 3M | -20.0% | -7.5% | -12.5% | -18.9% |
| 6M | -0.1% | -5.9% | +5.9% | +0.5% |
| YTD | +29.2% | +38.4% | -9.2% | +15.3% |
| 1Y | +36.6% | +33.7% | +2.9% | +22.5% |
| All | +36.6% | +38.8% | -2.2% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling