+380.3%
XPO vs FGI
-70.0%
+450.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.5% | -4.1% | +2.6% | -1.4% |
| 30D | +2.6% | -3.4% | +5.9% | +2.6% |
| 3M | -6.1% | +61.8% | -67.9% | -8.9% |
| 6M | -8.0% | +17.0% | -25.0% | -10.2% |
| YTD | +38.5% | +31.4% | +7.1% | +32.8% |
| 1Y | +35.0% | +42.7% | -7.7% | +28.5% |
| 3Y | +126.5% | -0.1% | +126.6% | +113.9% |
| All | +380.3% | -70.0% | +450.3% | +375.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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