-30.7%
FSLY vs XPO
+837.6%
-868.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.6% | -4.2% |
| 7D | +4.9% | +9.0% | -4.1% | +1.1% |
| 30D | -33.5% | +4.2% | -37.7% | -34.4% |
| 3M | -44.6% | -8.7% | -36.0% | -42.2% |
| 6M | -9.2% | -2.8% | -6.5% | -8.0% |
| YTD | +63.3% | +41.9% | +21.4% | +38.5% |
| 1Y | +45.3% | +42.3% | +3.0% | +22.6% |
| 3Y | +3.7% | +127.3% | -123.5% | -32.5% |
| 5Y | -67.2% | +306.4% | -373.5% | -84.5% |
| All | -30.7% | +837.6% | -868.3% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling