-83.0%
FRMI vs XPO
+43.9%
-126.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.8% |
| 7D | +15.9% | -0.9% | +16.9% | +16.0% |
| 30D | -6.0% | -8.1% | +2.1% | -4.9% |
| 3M | -1.6% | -19.0% | +17.4% | 0.0% |
| 6M | -30.7% | -5.2% | -25.5% | -31.9% |
| YTD | -30.9% | +35.6% | -66.4% | -31.6% |
| All | -83.0% | +43.9% | -126.9% | -81.2% |
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