+1,102.5%
ALL vs XPO
+10,095.4%
-8,992.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +12.7% | +4.7% | +8.0% | +12.2% |
| 3M | +0.4% | -7.1% | +7.5% | +0.9% |
| 6M | +23.8% | -6.3% | +30.0% | +24.0% |
| YTD | +27.8% | +39.1% | -11.3% | +22.9% |
| 1Y | +28.9% | +36.7% | -7.8% | +24.0% |
| 3Y | +113.9% | +127.4% | -13.5% | +92.5% |
| 5Y | +157.4% | +315.0% | -157.6% | +114.5% |
| 10Y | +369.0% | +1,263.5% | -894.5% | +251.7% |
| All | +1,102.5% | +10,095.4% | -8,992.9% | +718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling