+826.4%
FN vs XPO
+1,421.2%
-594.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.3% | +5.6% | +9.9% |
| 7D | +16.3% | -1.9% | +18.2% | +17.4% |
| 30D | -24.7% | +2.5% | -27.2% | -25.2% |
| 3M | -34.9% | -7.2% | -27.7% | -33.2% |
| 6M | -41.1% | -8.1% | -33.0% | -39.7% |
| YTD | -19.6% | +38.3% | -58.0% | -27.5% |
| 1Y | -18.5% | +33.6% | -52.1% | -25.8% |
| 3Y | +119.1% | +133.1% | -14.0% | +65.1% |
| 5Y | +206.9% | +308.9% | -102.0% | +87.5% |
| 10Y | +826.4% | +1,371.8% | -545.3% | +331.9% |
| All | +826.4% | +1,421.2% | -594.7% | +331.9% |
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 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