+1,027.6%
FIX vs XPO
+306.2%
+721.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.2% |
| 7D | +9.4% | +9.0% | +0.5% | +6.2% |
| 30D | -27.8% | +4.2% | -31.9% | -28.7% |
| 3M | -35.6% | -8.7% | -26.9% | -33.4% |
| 6M | -45.2% | -2.8% | -42.5% | -44.8% |
| YTD | +19.5% | +41.9% | -22.4% | +5.4% |
| 1Y | +24.2% | +42.3% | -18.1% | +9.3% |
| 3Y | +494.2% | +127.3% | +366.9% | +333.2% |
| All | +1,027.6% | +306.2% | +721.4% | +535.9% |
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