-26.5%
AR vs XPO
+2,502.3%
-2,528.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | +4.5% | +4.7% | -0.2% | +3.0% |
| 3M | +1.0% | -7.1% | +8.1% | +2.7% |
| 6M | +4.4% | -6.3% | +10.7% | +5.1% |
| YTD | +10.9% | +39.1% | -28.2% | -2.9% |
| 1Y | +8.6% | +36.7% | -28.1% | -4.8% |
| 3Y | +48.5% | +127.4% | -78.9% | +4.0% |
| 5Y | +95.7% | +315.0% | -219.2% | +4.8% |
| 10Y | +55.5% | +1,263.5% | -1,208.0% | -43.3% |
| All | -26.5% | +2,502.3% | -2,528.8% | -75.2% |
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 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