+539.5%
FICO vs XPO
+1,289.5%
-750.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +4.0% | +0.5% | +3.5% | +3.7% |
| 30D | -1.5% | +4.7% | -6.2% | -3.0% |
| 3M | -29.8% | -7.1% | -22.7% | -28.8% |
| 6M | -33.3% | -6.3% | -27.0% | -32.9% |
| YTD | -56.9% | +39.1% | -96.0% | -62.1% |
| 1Y | -59.5% | +36.7% | -96.1% | -64.3% |
| 3Y | -26.9% | +127.4% | -154.3% | -47.9% |
| 5Y | +92.9% | +315.0% | -222.1% | +6.0% |
| 10Y | +539.5% | +1,263.5% | -724.0% | +152.4% |
| All | +539.5% | +1,289.5% | -750.0% | +152.4% |
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