-22.1%
FPS vs XPO
-6.0%
-16.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +6.3% | +9.8% | +11.3% |
| 7D | -8.0% | -1.9% | -6.1% | -6.0% |
| 30D | -43.5% | +2.5% | -46.0% | -44.2% |
| 3M | -41.6% | -7.2% | -34.4% | -38.2% |
| 6M | -44.0% | -8.1% | -36.0% | -41.2% |
| All | -22.1% | -6.0% | -16.0% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling