+157.6%
ALL vs XPO
+311.4%
-153.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.1% | -1.5% | +1.4% | 0.0% |
| 30D | +13.8% | +2.6% | +11.2% | +13.5% |
| 3M | -2.8% | -6.1% | +3.4% | -2.4% |
| 6M | +23.7% | -8.0% | +31.6% | +24.1% |
| YTD | +27.3% | +38.5% | -11.2% | +21.4% |
| 1Y | +30.5% | +35.0% | -4.5% | +24.7% |
| 3Y | +113.0% | +126.5% | -13.5% | +84.7% |
| 5Y | +157.6% | +315.4% | -157.8% | +94.2% |
| All | +157.6% | +311.4% | -153.8% | +94.2% |
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