+50,822.5%
FIX vs XPO
+10,316.6%
+40,505.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.1% |
| 7D | +6.0% | +2.4% | +3.6% | +5.6% |
| 30D | -7.2% | -3.5% | -3.7% | -6.6% |
| 3M | -15.9% | -11.9% | -3.9% | -14.0% |
| 6M | +12.7% | -10.0% | +22.7% | +14.7% |
| YTD | +72.8% | +42.1% | +30.7% | +62.5% |
| 1Y | +122.9% | +47.6% | +75.3% | +107.7% |
| 3Y | +774.3% | +153.6% | +620.7% | +638.3% |
| 5Y | +2,049.5% | +266.5% | +1,783.0% | +1,573.8% |
| 10Y | +5,821.5% | +1,460.4% | +4,361.0% | +3,701.8% |
| All | +50,822.5% | +10,316.6% | +40,505.9% | +26,865.0% |
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