+56.7%
FND vs XPO
+1,015.5%
-958.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -0.3% |
| 7D | -5.2% | +2.4% | -7.6% | -6.3% |
| 30D | -19.9% | -3.5% | -16.3% | -18.7% |
| 3M | +2.7% | -11.9% | +14.7% | +8.1% |
| 6M | -21.7% | -10.0% | -11.7% | -18.7% |
| YTD | -17.5% | +42.1% | -59.6% | -30.8% |
| 1Y | -39.3% | +47.6% | -86.9% | -50.5% |
| 3Y | -49.8% | +153.6% | -203.3% | -70.1% |
| 5Y | -60.1% | +266.5% | -326.6% | -81.3% |
| All | +56.7% | +1,015.5% | -958.8% | -49.1% |
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 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