+247.4%
A vs XPO
+1,516.3%
-1,268.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.6% | -5.7% | +3.1% | -1.2% |
| 30D | -0.9% | -12.8% | +11.9% | +2.5% |
| 3M | +13.6% | -20.0% | +33.6% | +19.7% |
| 6M | +27.8% | -6.0% | +33.9% | +28.9% |
| YTD | +8.6% | +34.0% | -25.4% | -0.6% |
| 1Y | +16.9% | +35.6% | -18.7% | +6.1% |
| 3Y | +32.9% | +152.3% | -119.4% | -0.8% |
| 5Y | -14.1% | +264.4% | -278.5% | -44.6% |
| All | +247.4% | +1,516.3% | -1,268.9% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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