+144.3%
AR vs XPO
+271.9%
-127.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.6% |
| 7D | -1.8% | +2.7% | -4.5% | -2.3% |
| 30D | +12.6% | -6.2% | +18.8% | +13.7% |
| 3M | +10.0% | -15.4% | +25.4% | +12.8% |
| 6M | +0.6% | +0.7% | -0.1% | -0.8% |
| YTD | +13.4% | +39.8% | -26.4% | +3.6% |
| 1Y | +21.7% | +43.3% | -21.6% | +9.9% |
| 3Y | +45.8% | +166.0% | -120.2% | +8.5% |
| 5Y | +144.3% | +274.2% | -129.9% | +61.2% |
| All | +144.3% | +271.9% | -127.7% | +61.2% |
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 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