+102.4%
FN vs XPO
+122.0%
-19.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.4% | +11.6% |
| 7D | 0.0% | -6.7% | +6.6% | +3.1% |
| 30D | -34.3% | -1.9% | -32.4% | -33.8% |
| 3M | -39.9% | -9.9% | -30.0% | -37.0% |
| 6M | -51.8% | -16.4% | -35.5% | -48.4% |
| YTD | -28.1% | +30.2% | -58.3% | -35.8% |
| 1Y | -29.1% | +29.9% | -59.0% | -36.7% |
| 3Y | +102.4% | +122.6% | -20.2% | +44.4% |
| All | +102.4% | +122.0% | -19.5% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling