+381.3%
XPO vs FGI
-66.3%
+447.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.4% |
| 7D | +6.9% | +13.5% | -6.6% | +6.5% |
| 30D | +4.1% | +17.1% | -13.0% | +3.6% |
| 3M | -9.7% | +78.0% | -87.8% | -12.7% |
| 6M | -3.8% | +46.4% | -50.2% | -6.7% |
| YTD | +38.8% | +47.7% | -9.0% | +32.7% |
| 1Y | +34.2% | +56.8% | -22.6% | +27.5% |
| 3Y | +126.9% | +12.3% | +114.6% | +113.7% |
| All | +381.3% | -66.3% | +447.6% | +375.2% |
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 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