+1,072.7%
FTI vs XPO
+257.8%
+815.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.3% |
| 30D | +0.4% | -10.4% | +10.8% | +3.1% |
| 3M | +8.1% | -15.7% | +23.8% | +12.6% |
| 6M | +16.7% | -6.3% | +23.0% | +17.6% |
| YTD | +70.0% | +34.2% | +35.8% | +55.3% |
| 1Y | +85.4% | +39.9% | +45.5% | +66.0% |
| 3Y | +265.9% | +155.2% | +110.7% | +171.3% |
| 5Y | +1,072.7% | +264.7% | +808.1% | +662.6% |
| All | +1,072.7% | +257.8% | +815.0% | +662.6% |
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