+87.4%
FITB vs XPO
+10,316.6%
-10,229.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -1.0% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | -4.7% | -3.5% | -1.2% | -4.2% |
| 3M | +6.7% | -11.9% | +18.6% | +9.1% |
| 6M | +12.6% | -10.0% | +22.5% | +14.3% |
| YTD | +19.1% | +42.1% | -23.0% | +10.4% |
| 1Y | +22.6% | +47.6% | -25.0% | +12.4% |
| 3Y | +127.1% | +153.6% | -26.5% | +83.7% |
| 5Y | +71.8% | +266.5% | -194.7% | +26.4% |
| 10Y | +287.2% | +1,460.4% | -1,173.3% | +128.4% |
| All | +87.4% | +10,316.6% | -10,229.1% | -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