+2,136.4%
FTI vs XPO
+10,316.6%
-8,180.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.1% |
| 7D | +5.3% | +2.4% | +2.9% | +4.8% |
| 30D | +15.3% | -3.5% | +18.9% | +16.0% |
| 3M | +15.8% | -11.9% | +27.7% | +18.1% |
| 6M | +22.6% | -10.0% | +32.5% | +24.1% |
| YTD | +79.5% | +42.1% | +37.5% | +67.8% |
| 1Y | +102.0% | +47.6% | +54.4% | +86.5% |
| 3Y | +315.8% | +153.6% | +162.2% | +243.8% |
| 5Y | +1,129.5% | +266.5% | +863.0% | +831.5% |
| 10Y | +320.9% | +1,460.4% | -1,139.5% | +163.1% |
| All | +2,136.4% | +10,316.6% | -8,180.2% | +1,059.8% |
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