+90.3%
FOXA vs XPO
+1,006.2%
-915.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -0.6% | +2.7% | -3.3% | -1.3% |
| 30D | +2.3% | -6.2% | +8.5% | +3.7% |
| 3M | -2.8% | -15.4% | +12.6% | +0.7% |
| 6M | +9.6% | +0.7% | +8.9% | +8.5% |
| YTD | -9.9% | +39.8% | -49.7% | -18.2% |
| 1Y | +5.4% | +43.3% | -37.9% | -5.5% |
| 3Y | +115.3% | +166.0% | -50.8% | +55.5% |
| 5Y | +93.1% | +274.2% | -181.1% | +19.5% |
| All | +90.3% | +1,006.2% | -915.9% | -28.3% |
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 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