-75.0%
FRSH vs XPO
+263.7%
-338.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -6.6% | -5.7% | -0.9% | -4.4% |
| 30D | +2.1% | -12.8% | +14.9% | +7.6% |
| 3M | +29.0% | -20.0% | +48.9% | +40.1% |
| 6M | +48.6% | -6.0% | +54.7% | +48.9% |
| YTD | -2.9% | +34.0% | -37.0% | -18.9% |
| 1Y | -7.9% | +35.6% | -43.5% | -24.5% |
| 3Y | -46.5% | +152.3% | -198.8% | -71.8% |
| All | -75.0% | +263.7% | -338.7% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling