+157.5%
B vs XPO
+277.9%
-120.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -2.5% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | +9.4% | -3.5% | +13.0% | +9.7% |
| 3M | +5.0% | -11.9% | +16.9% | +5.9% |
| 6M | -3.5% | -10.0% | +6.4% | -3.0% |
| YTD | +4.5% | +42.1% | -37.6% | +2.1% |
| 1Y | +67.8% | +47.6% | +20.2% | +63.5% |
| 3Y | +196.7% | +153.6% | +43.1% | +175.3% |
| All | +157.5% | +277.9% | -120.4% | +107.0% |
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 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