+117.8%
FFIV vs XPO
+1,266.4%
-1,148.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.2% |
| 7D | -0.5% | +9.0% | -9.5% | -2.6% |
| 30D | -32.4% | +4.2% | -36.6% | -33.0% |
| 3M | -25.7% | -8.7% | -17.0% | -24.2% |
| 6M | -13.5% | -2.8% | -10.7% | -13.5% |
| YTD | +21.1% | +41.9% | -20.8% | +9.6% |
| 1Y | +29.4% | +42.3% | -12.9% | +16.8% |
| 3Y | +94.9% | +127.3% | -32.4% | +50.4% |
| 5Y | +34.7% | +306.4% | -271.7% | -14.9% |
| All | +117.8% | +1,266.4% | -1,148.6% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling