-3.2%
FSLY vs XPO
+153.8%
-157.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.7% | +6.8% |
| 7D | +11.2% | -0.9% | +12.1% | +11.3% |
| 30D | -18.2% | -8.1% | -10.1% | -15.5% |
| 3M | +21.9% | -19.0% | +40.9% | +31.2% |
| 6M | +4.0% | -5.2% | +9.2% | +6.5% |
| YTD | +123.1% | +35.6% | +87.5% | +94.0% |
| 1Y | +196.9% | +41.1% | +155.8% | +150.8% |
| All | -3.2% | +153.8% | -157.1% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling