-84.3%
FRMI vs XPO
+50.8%
-135.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.5% | +0.9% | +4.7% |
| 7D | +2.4% | +2.4% | 0.0% | +2.1% |
| 30D | -17.3% | -3.5% | -13.7% | -16.9% |
| 3M | -17.2% | -11.9% | -5.2% | -16.9% |
| 6M | -43.4% | -10.0% | -33.4% | -44.4% |
| YTD | -36.0% | +42.1% | -78.1% | -37.0% |
| All | -84.3% | +50.8% | -135.1% | -82.7% |
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 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