+87.7%
FITB vs XPO
+10,300.9%
-10,213.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | +2.8% | +9.0% | -6.2% | +1.0% |
| 30D | +9.8% | +4.2% | +5.6% | +8.8% |
| 3M | -5.2% | -8.7% | +3.5% | -3.7% |
| 6M | +17.3% | -2.8% | +20.1% | +17.4% |
| YTD | +19.3% | +41.9% | -22.6% | +10.5% |
| 1Y | +32.7% | +42.3% | -9.6% | +22.8% |
| 3Y | +141.6% | +127.3% | +14.3% | +99.7% |
| 5Y | +48.9% | +306.4% | -257.5% | +7.7% |
| 10Y | +216.5% | +1,290.9% | -1,074.4% | +89.0% |
| All | +87.7% | +10,300.9% | -10,213.2% | -14.1% |
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 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