+146.2%
B vs XPO
+296.5%
-150.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.0% | +3.7% |
| 7D | +11.3% | -1.9% | +13.2% | +11.5% |
| 30D | +2.9% | +2.5% | +0.5% | +2.7% |
| 3M | -2.9% | -7.2% | +4.3% | -2.4% |
| 6M | -1.2% | -8.1% | +6.9% | -0.7% |
| YTD | -1.3% | +38.3% | -39.7% | -3.6% |
| 1Y | +30.4% | +33.6% | -3.2% | +27.6% |
| 3Y | +195.3% | +133.1% | +62.2% | +173.0% |
| 5Y | +146.2% | +308.9% | -162.7% | +104.4% |
| All | +146.2% | +296.5% | -150.3% | +104.4% |
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