-79.9%
FIG vs XPO
+40.1%
-120.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | -3.8% | -5.7% | +1.8% | -3.7% |
| 30D | -2.3% | -12.8% | +10.5% | -2.0% |
| 3M | +20.0% | -20.0% | +39.9% | +21.1% |
| 6M | -16.7% | -6.0% | -10.6% | -18.2% |
| YTD | -37.9% | +34.0% | -72.0% | -45.1% |
| 1Y | -58.5% | +35.6% | -94.1% | -63.5% |
| All | -79.9% | +40.1% | -120.1% | -82.9% |
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 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