+47.3%
ADP vs XPO
+296.5%
-249.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -1.3% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | +11.5% | +2.5% | +9.0% | +11.0% |
| 3M | +12.0% | -7.2% | +19.2% | +13.0% |
| 6M | +43.8% | -8.1% | +51.9% | +44.7% |
| YTD | +20.1% | +38.3% | -18.3% | +11.8% |
| 1Y | +22.3% | +33.6% | -11.3% | +14.4% |
| 3Y | +43.3% | +133.1% | -89.8% | +15.7% |
| 5Y | +47.3% | +308.9% | -261.6% | -1.8% |
| All | +47.3% | +296.5% | -249.2% | -1.8% |
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