+602.8%
FICO vs XPO
+1,450.2%
-847.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -15.4% | +2.7% | -18.1% | -16.4% |
| 30D | -10.4% | -6.2% | -4.2% | -9.1% |
| 3M | -22.7% | -15.4% | -7.3% | -19.4% |
| 6M | -36.8% | +0.7% | -37.5% | -37.8% |
| YTD | -44.8% | +39.8% | -84.6% | -51.4% |
| 1Y | -39.3% | +43.3% | -82.6% | -47.5% |
| 3Y | +3.7% | +166.0% | -162.3% | -29.8% |
| 5Y | +101.7% | +274.2% | -172.4% | +15.0% |
| 10Y | +602.8% | +1,429.0% | -826.3% | +161.5% |
| All | +602.8% | +1,450.2% | -847.4% | +161.5% |
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