+743.6%
FN vs XPO
+1,334.3%
-590.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.4% | +11.6% |
| 7D | 0.0% | -6.7% | +6.6% | +2.4% |
| 30D | -34.3% | -1.9% | -32.4% | -33.9% |
| 3M | -39.9% | -9.9% | -30.0% | -37.7% |
| 6M | -51.8% | -16.4% | -35.5% | -49.2% |
| YTD | -28.1% | +30.2% | -58.3% | -34.0% |
| 1Y | -29.1% | +29.9% | -59.0% | -34.9% |
| 3Y | +102.4% | +122.6% | -20.2% | +54.7% |
| 5Y | +171.7% | +278.9% | -107.2% | +69.6% |
| All | +743.6% | +1,334.3% | -590.8% | +300.1% |
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