-83.6%
FIG vs XPO
+45.1%
-128.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +2.6% | +6.9% | -4.3% | +2.1% |
| 30D | -13.1% | +4.1% | -17.2% | -13.1% |
| 3M | -20.3% | -9.7% | -10.6% | -20.2% |
| 6M | -2.1% | -3.8% | +1.7% | -2.5% |
| YTD | -49.4% | +38.8% | -88.1% | -55.2% |
| 1Y | -57.0% | +34.2% | -91.2% | -61.7% |
| All | -83.6% | +45.1% | -128.7% | -86.1% |
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