+32,075.6%
FIX vs XPO
+9,445.4%
+22,630.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.4% |
| 7D | -17.5% | -6.7% | -10.8% | -16.3% |
| 30D | -41.6% | -1.9% | -39.7% | -41.3% |
| 3M | -40.6% | -9.9% | -30.7% | -39.5% |
| 6M | -49.4% | -16.4% | -33.0% | -47.8% |
| YTD | +9.2% | +30.2% | -21.0% | +4.3% |
| 1Y | +6.5% | +29.9% | -23.4% | +1.7% |
| 3Y | +448.7% | +122.6% | +326.1% | +374.7% |
| 5Y | +948.7% | +278.9% | +669.8% | +716.4% |
| 10Y | +3,659.7% | +1,375.3% | +2,284.4% | +2,346.7% |
| All | +32,075.6% | +9,445.4% | +22,630.2% | +17,205.0% |
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