+364.8%
ALL vs XPO
+1,410.5%
-1,045.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | -5.6% | -8.1% | +2.5% | -4.3% |
| 3M | +17.2% | -19.0% | +36.3% | +21.1% |
| 6M | +23.2% | -5.2% | +28.4% | +23.1% |
| YTD | +23.6% | +35.6% | -12.0% | +14.7% |
| 1Y | +29.2% | +41.1% | -11.9% | +18.3% |
| 3Y | +153.8% | +157.9% | -4.1% | +94.9% |
| 5Y | +116.1% | +265.6% | -149.5% | +46.2% |
| 10Y | +364.8% | +1,516.8% | -1,152.0% | +120.5% |
| All | +364.8% | +1,410.5% | -1,045.6% | +120.5% |
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