-83.4%
FRMI vs XPO
+42.4%
-125.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +10.9% | -1.3% | +12.2% | +11.1% |
| 30D | -24.3% | -10.4% | -13.9% | -23.3% |
| 3M | -21.8% | -15.7% | -6.1% | -20.7% |
| 6M | -33.0% | -6.3% | -26.7% | -34.1% |
| YTD | -32.6% | +34.2% | -66.8% | -33.2% |
| All | -83.4% | +42.4% | -125.8% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling