+92.5%
FTV vs XPO
+1,986.3%
-1,893.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -0.4% | +2.7% | -3.1% | -1.1% |
| 30D | -8.3% | -6.2% | -2.1% | -6.9% |
| 3M | -7.4% | -15.4% | +8.0% | -3.5% |
| 6M | -1.2% | +0.7% | -2.0% | -2.3% |
| YTD | +2.7% | +39.8% | -37.2% | -7.5% |
| 1Y | +18.4% | +43.3% | -24.9% | +5.3% |
| 3Y | -2.0% | +166.0% | -168.1% | -29.3% |
| 5Y | +3.4% | +274.2% | -270.8% | -35.5% |
| 10Y | +78.5% | +1,429.0% | -1,350.6% | -20.4% |
| All | +92.5% | +1,986.3% | -1,893.9% | -16.8% |
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