+14.5%
FIX vs XPO
+33.1%
-18.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.1% | +6.1% |
| 7D | -7.2% | -1.9% | -5.3% | -6.0% |
| 30D | -35.1% | +2.5% | -37.6% | -35.8% |
| 3M | -34.3% | -7.2% | -27.1% | -31.7% |
| 6M | -42.9% | -8.1% | -34.9% | -40.8% |
| YTD | +19.5% | +38.3% | -18.9% | +1.6% |
| All | +14.5% | +33.1% | -18.6% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling