-24.2%
AR vs XPO
+2,558.7%
-2,582.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -2.0% |
| 7D | +2.5% | +2.4% | +0.1% | +1.7% |
| 30D | +14.8% | -3.5% | +18.3% | +15.6% |
| 3M | +6.2% | -11.9% | +18.2% | +9.2% |
| 6M | +4.3% | -10.0% | +14.2% | +5.4% |
| YTD | +14.4% | +42.1% | -27.7% | -0.3% |
| 1Y | +21.3% | +47.6% | -26.3% | +3.5% |
| 3Y | +39.8% | +153.6% | -113.8% | -6.0% |
| 5Y | +142.1% | +266.5% | -124.4% | +35.4% |
| 10Y | +52.0% | +1,460.4% | -1,408.4% | -46.3% |
| All | -24.2% | +2,558.7% | -2,582.9% | -74.5% |
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