+114.8%
ALL vs XPO
+271.9%
-157.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -1.7% | +2.7% | -4.4% | -2.0% |
| 30D | -4.7% | -6.2% | +1.5% | -4.2% |
| 3M | +18.4% | -15.4% | +33.8% | +20.0% |
| 6M | +20.5% | +0.7% | +19.8% | +19.6% |
| YTD | +23.5% | +39.8% | -16.3% | +17.8% |
| 1Y | +29.0% | +43.3% | -14.3% | +22.3% |
| 3Y | +153.7% | +166.0% | -12.3% | +114.7% |
| 5Y | +114.8% | +274.2% | -159.4% | +63.8% |
| All | +114.8% | +271.9% | -157.1% | +63.8% |
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