+206.5%
FITB vs XPO
+1,266.4%
-1,059.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | +2.8% | +9.0% | -6.2% | -0.5% |
| 30D | +9.8% | +4.2% | +5.6% | +7.9% |
| 3M | -5.2% | -8.7% | +3.5% | -2.4% |
| 6M | +17.3% | -2.8% | +20.1% | +17.2% |
| YTD | +19.3% | +41.9% | -22.6% | +2.0% |
| 1Y | +32.7% | +42.3% | -9.6% | +13.2% |
| 3Y | +141.6% | +127.3% | +14.3% | +60.1% |
| 5Y | +48.9% | +306.4% | -257.5% | -27.8% |
| All | +206.5% | +1,266.4% | -1,059.9% | -14.6% |
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 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