+18.0%
FTV vs XPO
+306.2%
-288.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | +3.9% | +9.0% | -5.1% | +1.5% |
| 30D | +18.7% | +4.2% | +14.5% | +17.2% |
| 3M | +10.0% | -8.7% | +18.7% | +12.4% |
| 6M | +14.6% | -2.8% | +17.3% | +14.7% |
| YTD | +23.4% | +41.9% | -18.4% | +10.2% |
| 1Y | +31.3% | +42.3% | -11.0% | +16.9% |
| 3Y | +39.8% | +127.3% | -87.5% | +4.2% |
| All | +18.0% | +306.2% | -288.2% | -31.3% |
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