+794.1%
FN vs XPO
+1,356.2%
-562.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | -1.5% | -2.5% | -3.2% |
| 30D | -28.3% | +2.6% | -30.9% | -28.8% |
| 3M | -33.9% | -6.1% | -27.8% | -32.3% |
| 6M | -43.9% | -8.0% | -35.9% | -42.5% |
| YTD | -23.4% | +38.5% | -61.9% | -31.0% |
| 1Y | -25.4% | +35.0% | -60.4% | -32.3% |
| 3Y | +107.9% | +126.5% | -18.6% | +57.7% |
| 5Y | +195.1% | +315.4% | -120.3% | +79.0% |
| 10Y | +794.1% | +1,272.1% | -478.0% | +291.3% |
| All | +794.1% | +1,356.2% | -562.1% | +291.3% |
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