-97.3%
ADVB vs XPO
+57.1%
-154.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.2% |
| 7D | -13.9% | -6.7% | -7.3% | -13.8% |
| 30D | -68.1% | -1.9% | -66.2% | -68.1% |
| 3M | -73.4% | -9.9% | -63.5% | -73.4% |
| 6M | -70.8% | -16.4% | -54.4% | -70.9% |
| YTD | -66.1% | +30.2% | -96.3% | -71.6% |
| 1Y | -77.5% | +29.9% | -107.4% | -81.1% |
| All | -97.3% | +57.1% | -154.4% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling