+55.5%
AR vs XPO
+1,289.5%
-1,234.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.1% | +0.5% | +1.6% | +1.8% |
| 30D | +4.5% | +4.7% | -0.2% | +2.8% |
| 3M | +1.0% | -7.1% | +8.1% | +2.8% |
| 6M | +4.4% | -6.3% | +10.7% | +5.0% |
| YTD | +10.9% | +39.1% | -28.2% | -4.4% |
| 1Y | +8.6% | +36.7% | -28.1% | -6.2% |
| 3Y | +48.5% | +127.4% | -78.9% | -1.1% |
| 5Y | +95.7% | +315.0% | -219.2% | -5.2% |
| 10Y | +55.5% | +1,263.5% | -1,208.0% | -50.7% |
| All | +55.5% | +1,289.5% | -1,234.0% | -50.7% |
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