+45.0%
ADP vs XPO
+262.4%
-217.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.6% |
| 7D | -5.7% | -0.9% | -4.7% | -5.6% |
| 30D | -3.1% | -8.1% | +5.0% | -2.0% |
| 3M | +15.6% | -19.0% | +34.6% | +18.8% |
| 6M | +20.8% | -5.2% | +26.0% | +20.7% |
| YTD | +4.7% | +35.6% | -30.8% | -2.0% |
| 1Y | -8.3% | +41.1% | -49.4% | -15.1% |
| 3Y | +13.6% | +157.9% | -144.4% | -10.3% |
| 5Y | +45.0% | +265.6% | -220.6% | -2.1% |
| All | +45.0% | +262.4% | -217.4% | -2.1% |
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 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