+2,625.3%
FN vs XPO
+9,420.0%
-6,794.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.2% | -8.1% | -12.8% |
| 7D | -16.0% | -3.6% | -12.4% | -15.1% |
| 30D | -40.1% | -3.8% | -36.3% | -39.6% |
| 3M | -43.9% | -11.8% | -32.1% | -42.1% |
| 6M | -55.6% | -15.0% | -40.7% | -53.9% |
| YTD | -35.7% | +29.9% | -65.5% | -39.7% |
| 1Y | -39.8% | +27.6% | -67.4% | -43.4% |
| 3Y | +80.3% | +121.9% | -41.6% | +47.4% |
| 5Y | +143.3% | +277.9% | -134.6% | +71.5% |
| 10Y | +682.3% | +1,371.4% | -689.1% | +314.0% |
| All | +2,625.3% | +9,420.0% | -6,794.7% | +1,062.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling