+107.9%
FN vs XPO
+132.3%
-24.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | -1.5% | -2.5% | -3.1% |
| 30D | -28.3% | +2.6% | -30.9% | -29.0% |
| 3M | -33.9% | -6.1% | -27.8% | -31.8% |
| 6M | -43.9% | -8.0% | -35.9% | -42.2% |
| YTD | -23.4% | +38.5% | -61.9% | -33.1% |
| 1Y | -25.4% | +35.0% | -60.4% | -34.3% |
| 3Y | +107.9% | +126.5% | -18.6% | +50.1% |
| All | +107.9% | +132.3% | -24.4% | +50.1% |
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 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