+84.4%
FICO vs XPO
+306.2%
-221.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | +2.2% | +9.0% | -6.7% | -0.2% |
| 30D | +0.1% | +4.2% | -4.1% | -1.2% |
| 3M | -35.2% | -8.7% | -26.5% | -34.0% |
| 6M | -32.4% | -2.8% | -29.6% | -32.7% |
| YTD | -57.4% | +41.9% | -99.3% | -62.7% |
| 1Y | -58.5% | +42.3% | -100.9% | -63.8% |
| 3Y | -28.9% | +127.3% | -156.1% | -49.3% |
| All | +84.4% | +306.2% | -221.8% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling