+93.0%
FOXA vs XPO
+257.8%
-164.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | +5.4% | -10.4% | +15.7% | +7.1% |
| 3M | -3.7% | -15.7% | +12.0% | -1.1% |
| 6M | +12.6% | -6.3% | +18.9% | +13.2% |
| YTD | -10.0% | +34.2% | -44.1% | -15.2% |
| 1Y | +15.0% | +39.9% | -24.9% | +7.1% |
| 3Y | +115.1% | +155.2% | -40.1% | +73.9% |
| 5Y | +93.0% | +264.7% | -171.7% | +38.3% |
| All | +93.0% | +257.8% | -164.8% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling