+351.6%
XPO vs FGI
-70.6%
+422.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | -6.7% | -7.0% | +0.3% | -6.5% |
| 30D | -1.9% | -4.2% | +2.3% | -1.8% |
| 3M | -9.9% | +55.6% | -65.5% | -12.5% |
| 6M | -16.4% | -3.2% | -13.2% | -17.9% |
| YTD | +30.2% | +29.1% | +1.1% | +24.9% |
| 1Y | +29.9% | +51.0% | -21.1% | +23.4% |
| 3Y | +122.6% | +1.5% | +121.1% | +109.6% |
| All | +351.6% | -70.6% | +422.1% | +347.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling