+34.9%
XPO vs FGI
+45.3%
-10.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +6.2% |
| 7D | -1.9% | -1.4% | -0.5% | -1.9% |
| 30D | +2.5% | -3.2% | +5.7% | +2.5% |
| 3M | -7.2% | +64.1% | -71.3% | -9.6% |
| 6M | -8.1% | +17.2% | -25.2% | -9.7% |
| YTD | +38.3% | +31.6% | +6.8% | +34.5% |
| All | +34.9% | +45.3% | -10.5% | +25.2% |
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