+68.4%
FITB vs XPO
+262.4%
-194.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.4% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -5.1% | -8.1% | +2.9% | -2.8% |
| 3M | +3.5% | -19.0% | +22.6% | +10.1% |
| 6M | +17.2% | -5.2% | +22.4% | +18.1% |
| YTD | +17.6% | +35.6% | -17.9% | +5.1% |
| 1Y | +23.4% | +41.1% | -17.7% | +8.0% |
| 3Y | +129.7% | +157.9% | -28.2% | +56.5% |
| 5Y | +68.4% | +265.6% | -197.2% | -5.9% |
| All | +68.4% | +262.4% | -194.0% | -5.9% |
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