+1,149.2%
A vs XPO
+10,300.9%
-9,151.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -0.5% | +9.0% | -9.4% | -1.6% |
| 30D | 0.0% | +4.2% | -4.2% | -0.7% |
| 3M | +16.7% | -8.7% | +25.3% | +18.0% |
| 6M | +54.8% | -2.8% | +57.6% | +54.9% |
| YTD | +28.8% | +41.9% | -13.1% | +21.8% |
| 1Y | +19.3% | +42.3% | -23.0% | +12.7% |
| 3Y | +65.5% | +127.3% | -61.7% | +44.5% |
| 5Y | +12.1% | +306.4% | -294.3% | -11.3% |
| 10Y | +305.4% | +1,290.9% | -985.6% | +173.6% |
| All | +1,149.2% | +10,300.9% | -9,151.7% | +587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling