+31.8%
A vs XPO
+159.4%
-127.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.3% |
| 7D | -2.1% | +2.7% | -4.7% | -2.7% |
| 30D | +0.6% | -6.2% | +6.8% | +2.0% |
| 3M | +10.9% | -15.4% | +26.3% | +14.8% |
| 6M | +28.2% | +0.7% | +27.4% | +27.2% |
| YTD | +8.6% | +39.8% | -31.3% | -1.1% |
| 1Y | +15.5% | +43.3% | -27.8% | +4.1% |
| 3Y | +31.8% | +166.0% | -134.2% | +8.9% |
| All | +31.8% | +159.4% | -127.6% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling