+200.3%
FXI vs XPO
+13,173.6%
-12,973.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -4.2% | +9.0% | -13.2% | -5.2% |
| 30D | -1.1% | +4.2% | -5.3% | -1.7% |
| 3M | -4.0% | -8.7% | +4.7% | -3.1% |
| 6M | -11.8% | -2.8% | -9.1% | -11.9% |
| YTD | -11.9% | +41.9% | -53.8% | -16.4% |
| 1Y | -16.1% | +42.3% | -58.4% | -20.5% |
| 3Y | +38.8% | +127.3% | -88.5% | +21.1% |
| 5Y | -9.1% | +306.4% | -315.5% | -27.9% |
| 10Y | +18.4% | +1,290.9% | -1,272.5% | -20.1% |
| All | +200.3% | +13,173.6% | -12,973.3% | +69.6% |
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