+13.7%
AR vs XPO
+38.8%
-25.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.6% | -6.4% |
| 7D | -11.1% | +3.5% | -14.6% | -10.8% |
| 30D | +7.9% | +2.8% | +5.1% | +8.2% |
| 3M | +4.9% | -7.5% | +12.4% | +4.0% |
| 6M | -5.3% | -5.9% | +0.6% | -5.7% |
| YTD | +8.6% | +38.4% | -29.8% | +12.8% |
| 1Y | +13.7% | +33.7% | -20.0% | +18.2% |
| All | +13.7% | +38.8% | -25.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling