+1,177.4%
A vs XPO
+10,052.8%
-8,875.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.6% |
| 30D | +4.3% | +2.6% | +1.7% | +3.9% |
| 3M | +19.8% | -6.1% | +25.9% | +20.6% |
| 6M | +54.4% | -8.0% | +62.3% | +55.6% |
| YTD | +31.7% | +38.5% | -6.8% | +24.9% |
| 1Y | +22.4% | +35.0% | -12.6% | +16.5% |
| 3Y | +67.7% | +126.5% | -58.8% | +46.5% |
| 5Y | +15.7% | +315.4% | -299.7% | -8.6% |
| 10Y | +308.7% | +1,272.1% | -963.4% | +176.6% |
| All | +1,177.4% | +10,052.8% | -8,875.4% | +605.1% |
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