-18.5%
FN vs XPO
+38.7%
-57.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.5% | -8.4% |
| 7D | +0.3% | +9.0% | -8.7% | -3.7% |
| 30D | -16.5% | +4.2% | -20.7% | -18.1% |
| 3M | -42.1% | -8.7% | -33.5% | -39.6% |
| 6M | -52.9% | -2.8% | -50.1% | -52.7% |
| YTD | -28.0% | +41.9% | -69.8% | -34.6% |
| 1Y | -18.5% | +42.3% | -60.8% | -26.6% |
| All | -18.5% | +38.7% | -57.2% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling