+4.4%
FICO vs XPO
+155.9%
-151.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.5% | -21.2% | -17.7% |
| 7D | -19.2% | +2.4% | -21.6% | -19.8% |
| 30D | -14.6% | -3.5% | -11.1% | -14.1% |
| 3M | -20.1% | -11.9% | -8.2% | -18.1% |
| 6M | -36.3% | -10.0% | -26.4% | -35.5% |
| YTD | -44.9% | +42.1% | -86.9% | -50.6% |
| 1Y | -38.6% | +47.6% | -86.2% | -46.0% |
| All | +4.4% | +155.9% | -151.5% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling