-55.8%
FIG vs XPO
+53.4%
-109.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -4.4% |
| 7D | -16.3% | +2.4% | -18.7% | -16.3% |
| 30D | -14.3% | -3.5% | -10.8% | -14.2% |
| 3M | +7.2% | -11.9% | +19.1% | +7.8% |
| 6M | -18.6% | -10.0% | -8.7% | -19.1% |
| YTD | -35.5% | +42.1% | -77.5% | -44.2% |
| 1Y | -55.8% | +47.6% | -103.4% | -62.2% |
| All | -55.8% | +53.4% | -109.2% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling