+43.3%
XPO vs FGI
+93.1%
-49.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | +2.7% | +5.2% | -2.5% | +2.6% |
| 30D | -6.2% | +65.2% | -71.4% | -8.5% |
| 3M | -15.4% | +30.2% | -45.6% | -17.1% |
| 6M | +0.7% | +87.8% | -87.1% | -3.4% |
| YTD | +39.8% | +32.5% | +7.4% | +35.3% |
| 1Y | +43.3% | +93.6% | -50.3% | +36.2% |
| All | +43.3% | +93.1% | -49.8% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling