+282.0%
FITB vs XPO
+1,517.7%
-1,235.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -5.5% | -10.4% | +4.9% | -1.8% |
| 3M | +4.1% | -15.7% | +19.8% | +10.4% |
| 6M | +18.7% | -6.3% | +25.1% | +20.2% |
| YTD | +18.2% | +34.2% | -16.0% | +3.5% |
| 1Y | +23.7% | +39.9% | -16.3% | +5.6% |
| 3Y | +130.8% | +155.2% | -24.5% | +45.1% |
| 5Y | +69.8% | +264.7% | -194.9% | -14.0% |
| All | +282.0% | +1,517.7% | -1,235.7% | +6.7% |
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 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