+693.0%
FN vs XPO
+1,266.4%
-573.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.5% | -8.0% |
| 7D | +0.3% | +9.0% | -8.7% | -2.3% |
| 30D | -16.5% | +4.2% | -20.7% | -17.5% |
| 3M | -42.1% | -8.7% | -33.5% | -40.3% |
| 6M | -52.9% | -2.8% | -50.1% | -52.6% |
| YTD | -28.0% | +41.9% | -69.8% | -35.6% |
| 1Y | -18.5% | +42.3% | -60.8% | -27.3% |
| 3Y | +93.9% | +127.3% | -33.4% | +46.7% |
| 5Y | +170.5% | +306.4% | -135.9% | +64.9% |
| All | +693.0% | +1,266.4% | -573.4% | +244.8% |
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