+211.9%
B vs XPO
+1,410.5%
-1,198.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.2% |
| 7D | +1.0% | -0.9% | +2.0% | +1.1% |
| 30D | +9.5% | -8.1% | +17.6% | +9.9% |
| 3M | +14.3% | -19.0% | +33.4% | +15.3% |
| 6M | -1.9% | -5.2% | +3.3% | -1.7% |
| YTD | +4.1% | +35.6% | -31.5% | +2.9% |
| 1Y | +56.1% | +41.1% | +15.0% | +54.1% |
| 3Y | +202.0% | +157.9% | +44.1% | +190.5% |
| 5Y | +158.8% | +265.6% | -106.8% | +142.5% |
| 10Y | +211.9% | +1,516.8% | -1,304.9% | +203.0% |
| All | +211.9% | +1,410.5% | -1,198.6% | +203.0% |
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