+860.4%
FN vs XPO
+1,478.1%
-617.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +1.7% |
| 7D | -1.7% | +2.4% | -4.1% | -2.4% |
| 30D | -22.0% | -3.5% | -18.5% | -20.8% |
| 3M | -43.0% | -11.9% | -31.1% | -40.6% |
| 6M | -27.7% | -10.0% | -17.8% | -25.5% |
| YTD | -10.5% | +42.1% | -52.6% | -20.1% |
| 1Y | +12.5% | +47.6% | -35.1% | -1.4% |
| 3Y | +153.8% | +153.6% | +0.2% | +84.8% |
| 5Y | +288.0% | +266.5% | +21.5% | +140.1% |
| All | +860.4% | +1,478.1% | -617.7% | +226.7% |
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