-17.9%
FN vs XPO
+35.6%
-53.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.7% |
| 7D | +8.0% | +0.5% | +7.5% | +8.1% |
| 30D | -19.1% | +4.7% | -23.8% | -20.9% |
| 3M | -29.8% | -7.1% | -22.8% | -26.9% |
| 6M | -43.2% | -6.3% | -36.9% | -41.9% |
| YTD | -18.9% | +39.1% | -58.0% | -28.8% |
| 1Y | -17.9% | +36.7% | -54.6% | -27.4% |
| All | -17.9% | +35.6% | -53.5% | -27.4% |
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