+76.5%
FTV vs XPO
+1,516.3%
-1,439.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -4.0% | -5.7% | +1.7% | -2.4% |
| 30D | -11.0% | -12.8% | +1.8% | -7.8% |
| 3M | -8.4% | -20.0% | +11.6% | -3.0% |
| 6M | -2.6% | -6.0% | +3.5% | -1.7% |
| YTD | -0.6% | +34.0% | -34.7% | -9.6% |
| 1Y | +11.0% | +35.6% | -24.6% | 0.0% |
| 3Y | -6.3% | +152.3% | -158.6% | -31.8% |
| 5Y | -1.5% | +264.4% | -265.9% | -38.7% |
| All | +76.5% | +1,516.3% | -1,439.8% | -23.0% |
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