+40.9%
FFIV vs XPO
+296.5%
-255.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.0% | +0.7% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | -33.8% | +2.5% | -36.3% | -34.1% |
| 3M | -20.6% | -7.2% | -13.4% | -19.3% |
| 6M | -10.2% | -8.1% | -2.2% | -9.0% |
| YTD | +24.5% | +38.3% | -13.9% | +12.9% |
| 1Y | +29.3% | +33.6% | -4.3% | +18.0% |
| 3Y | +103.8% | +133.1% | -29.3% | +53.0% |
| 5Y | +40.9% | +308.9% | -268.0% | -17.9% |
| All | +40.9% | +296.5% | -255.6% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling