-75.0%
FRSH vs XPO
+264.0%
-339.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -11.2% | -1.3% | -9.8% | -10.8% |
| 30D | -0.8% | -10.4% | +9.5% | +3.3% |
| 3M | +26.4% | -15.7% | +42.1% | +34.2% |
| 6M | +48.4% | -6.3% | +54.7% | +48.8% |
| YTD | -3.1% | +34.2% | -37.3% | -19.0% |
| 1Y | -8.7% | +39.9% | -48.6% | -26.3% |
| 3Y | -45.8% | +155.2% | -201.0% | -71.6% |
| All | -75.0% | +264.0% | -339.1% | -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 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