+47.7%
FND vs XPO
+952.5%
-904.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.8% | -5.7% | -0.1% | -3.3% |
| 30D | -20.2% | -12.8% | -7.4% | -15.4% |
| 3M | -12.0% | -20.0% | +8.0% | -3.3% |
| 6M | -18.5% | -6.0% | -12.5% | -16.9% |
| YTD | -22.3% | +34.0% | -56.3% | -33.1% |
| 1Y | -47.6% | +35.6% | -83.2% | -55.7% |
| 3Y | -49.8% | +152.3% | -202.0% | -70.1% |
| 5Y | -63.0% | +264.4% | -327.3% | -82.6% |
| All | +47.7% | +952.5% | -904.7% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling