+3,461.1%
FFIV vs XPO
+10,316.6%
-6,855.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.0% |
| 7D | -1.0% | +2.4% | -3.4% | -1.3% |
| 30D | -5.1% | -3.5% | -1.5% | -4.7% |
| 3M | -4.5% | -11.9% | +7.5% | -3.1% |
| 6M | +36.5% | -10.0% | +46.4% | +37.6% |
| YTD | +53.0% | +42.1% | +10.9% | +45.3% |
| 1Y | +24.2% | +47.6% | -23.4% | +17.1% |
| 3Y | +137.2% | +153.6% | -16.4% | +105.6% |
| 5Y | +91.8% | +266.5% | -174.7% | +55.6% |
| 10Y | +215.2% | +1,460.4% | -1,245.3% | +117.2% |
| All | +3,461.1% | +10,316.6% | -6,855.5% | +1,842.6% |
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