+3,800.0%
FIX vs XPO
+1,421.2%
+2,378.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.1% | +7.2% |
| 7D | -7.2% | -1.9% | -5.3% | -6.3% |
| 30D | -35.1% | +2.5% | -37.6% | -35.6% |
| 3M | -34.3% | -7.2% | -27.1% | -32.5% |
| 6M | -42.9% | -8.1% | -34.9% | -41.4% |
| YTD | +19.5% | +38.3% | -18.9% | +6.3% |
| 1Y | +16.8% | +33.6% | -16.8% | +5.0% |
| 3Y | +506.7% | +133.1% | +373.6% | +335.1% |
| 5Y | +1,046.7% | +308.9% | +737.8% | +540.2% |
| 10Y | +3,800.0% | +1,371.8% | +2,428.2% | +1,267.4% |
| All | +3,800.0% | +1,421.2% | +2,378.8% | +1,267.4% |
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