+39.8%
FTV vs XPO
+133.2%
-93.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | +3.9% | +9.0% | -5.1% | +1.7% |
| 30D | +18.7% | +4.2% | +14.5% | +17.3% |
| 3M | +10.0% | -8.7% | +18.7% | +12.2% |
| 6M | +14.6% | -2.8% | +17.3% | +14.7% |
| YTD | +23.4% | +41.9% | -18.4% | +11.1% |
| 1Y | +31.3% | +42.3% | -11.0% | +17.8% |
| 3Y | +39.8% | +127.3% | -87.5% | +11.5% |
| All | +39.8% | +133.2% | -93.4% | +11.5% |
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