-80.3%
FIG vs XPO
+46.2%
-126.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.1% | -5.7% |
| 7D | -16.4% | +2.7% | -19.0% | -16.4% |
| 30D | -2.3% | -6.2% | +3.9% | -2.2% |
| 3M | +7.8% | -15.4% | +23.2% | +8.7% |
| 6M | -21.8% | +0.7% | -22.6% | -23.7% |
| YTD | -39.1% | +39.8% | -79.0% | -46.2% |
| 1Y | -56.6% | +43.3% | -100.0% | -62.1% |
| All | -80.3% | +46.2% | -126.5% | -83.2% |
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 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