-83.2%
FIG vs XPO
+48.3%
-131.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.6% |
| 7D | +3.4% | +9.0% | -5.6% | +2.8% |
| 30D | -9.5% | +4.2% | -13.6% | -9.6% |
| 3M | -26.2% | -8.7% | -17.5% | -26.1% |
| 6M | +2.7% | -2.8% | +5.5% | +2.2% |
| YTD | -48.0% | +41.9% | -89.8% | -54.1% |
| 1Y | -52.0% | +42.3% | -94.4% | -58.0% |
| All | -83.2% | +48.3% | -131.5% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling