-15.4%
A vs XPO
+262.4%
-277.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.6% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | -2.7% | -8.1% | +5.4% | -0.7% |
| 3M | +7.0% | -19.0% | +26.1% | +12.6% |
| 6M | +24.6% | -5.2% | +29.8% | +25.4% |
| YTD | +7.0% | +35.6% | -28.5% | -2.9% |
| 1Y | +15.6% | +41.1% | -25.5% | +3.2% |
| 3Y | +29.9% | +157.9% | -128.0% | -5.5% |
| 5Y | -15.4% | +265.6% | -281.0% | -49.3% |
| All | -15.4% | +262.4% | -277.8% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling