-2.2%
FRSH vs XPO
+53.4%
-55.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.5% | -9.2% | -4.8% |
| 7D | -8.2% | +2.4% | -10.6% | -8.2% |
| 30D | +10.5% | -3.5% | +14.0% | +10.6% |
| 3M | +32.7% | -11.9% | +44.7% | +33.4% |
| 6M | +50.3% | -10.0% | +60.3% | +50.7% |
| YTD | +3.9% | +42.1% | -38.2% | +0.7% |
| 1Y | -2.2% | +47.6% | -49.7% | -5.8% |
| All | -2.2% | +53.4% | -55.6% | -5.8% |
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