+499.7%
FICO vs XPO
+1,334.3%
-834.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.9% | -6.7% | +5.7% | +1.0% |
| 30D | +3.3% | -1.9% | +5.2% | +3.7% |
| 3M | -31.7% | -9.9% | -21.8% | -30.2% |
| 6M | -34.0% | -16.4% | -17.6% | -31.3% |
| YTD | -58.3% | +30.2% | -88.5% | -62.7% |
| 1Y | -57.9% | +29.9% | -87.8% | -62.4% |
| 3Y | -24.1% | +122.6% | -146.7% | -45.5% |
| 5Y | +85.3% | +278.9% | -193.6% | +4.9% |
| All | +499.7% | +1,334.3% | -834.7% | +156.4% |
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