+44.3%
AR vs XPO
+1,410.5%
-1,366.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.0% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | +5.5% | -8.1% | +13.6% | +8.0% |
| 3M | +12.9% | -19.0% | +31.9% | +19.4% |
| 6M | +0.1% | -5.2% | +5.3% | -0.4% |
| YTD | +13.5% | +35.6% | -22.0% | -1.0% |
| 1Y | +21.6% | +41.1% | -19.5% | +3.4% |
| 3Y | +46.0% | +157.9% | -111.9% | -7.7% |
| 5Y | +143.7% | +265.6% | -121.9% | +25.1% |
| 10Y | +44.3% | +1,516.8% | -1,472.5% | -55.3% |
| All | +44.3% | +1,410.5% | -1,366.2% | -55.3% |
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