+295.8%
FTI vs XPO
+1,516.3%
-1,220.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -4.4% | -5.7% | +1.3% | -2.5% |
| 30D | +1.5% | -12.8% | +14.3% | +6.1% |
| 3M | +8.2% | -20.0% | +28.2% | +16.2% |
| 6M | +18.8% | -6.0% | +24.9% | +19.9% |
| YTD | +71.7% | +34.0% | +37.6% | +52.3% |
| 1Y | +90.0% | +35.6% | +54.5% | +65.9% |
| 3Y | +270.5% | +152.3% | +118.2% | +144.7% |
| 5Y | +1,084.5% | +264.4% | +820.2% | +538.2% |
| All | +295.8% | +1,516.3% | -1,220.5% | +32.7% |
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