+92.6%
FFIV vs XPO
+271.9%
-179.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -1.5% | +2.7% | -4.2% | -2.2% |
| 30D | -2.7% | -6.2% | +3.5% | -1.2% |
| 3M | -1.7% | -15.4% | +13.7% | +2.0% |
| 6M | +36.1% | +0.7% | +35.4% | +34.5% |
| YTD | +52.6% | +39.8% | +12.8% | +38.2% |
| 1Y | +21.5% | +43.3% | -21.8% | +8.6% |
| 3Y | +142.7% | +166.0% | -23.4% | +75.3% |
| 5Y | +92.6% | +274.2% | -181.6% | +14.9% |
| All | +92.6% | +271.9% | -179.4% | +14.9% |
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