-58.5%
FIG vs XPO
+39.1%
-97.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | -3.8% | -5.7% | +1.8% | -3.8% |
| 30D | -2.3% | -12.8% | +10.5% | -2.1% |
| 3M | +20.0% | -20.0% | +39.9% | +20.9% |
| 6M | -16.7% | -6.0% | -10.6% | -18.3% |
| YTD | -37.9% | +34.0% | -72.0% | -45.7% |
| 1Y | -58.5% | +35.6% | -94.1% | -62.6% |
| All | -58.5% | +39.1% | -97.6% | -62.6% |
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 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