+319.9%
ADP vs XPO
+1,266.4%
-946.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.2% |
| 7D | +2.2% | +9.0% | -6.8% | +0.4% |
| 30D | +10.6% | +4.2% | +6.4% | +9.5% |
| 3M | +12.9% | -8.7% | +21.6% | +14.5% |
| 6M | +50.6% | -2.8% | +53.4% | +50.2% |
| YTD | +23.2% | +41.9% | -18.7% | +12.2% |
| 1Y | +25.3% | +42.3% | -17.1% | +13.8% |
| 3Y | +47.1% | +127.3% | -80.1% | +15.0% |
| 5Y | +50.1% | +306.4% | -256.3% | -3.0% |
| All | +319.9% | +1,266.4% | -946.5% | +105.7% |
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