-97.2%
ADVB vs XPO
+66.9%
-164.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.7% | +3.3% |
| 7D | -1.2% | -1.9% | +0.7% | -1.2% |
| 30D | -61.4% | +2.5% | -63.9% | -61.4% |
| 3M | -67.8% | -7.2% | -60.6% | -67.9% |
| 6M | -66.9% | -8.1% | -58.8% | -67.2% |
| YTD | -64.9% | +38.3% | -103.2% | -70.6% |
| 1Y | -74.8% | +33.6% | -108.3% | -78.5% |
| All | -97.2% | +66.9% | -164.1% | -97.9% |
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