+242.8%
B vs XPO
+10,316.6%
-10,073.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -2.4% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | +9.4% | -3.5% | +13.0% | +9.6% |
| 3M | +5.0% | -11.9% | +16.9% | +5.4% |
| 6M | -3.5% | -10.0% | +6.4% | -3.3% |
| YTD | +4.5% | +42.1% | -37.6% | +3.2% |
| 1Y | +67.8% | +47.6% | +20.2% | +65.5% |
| 3Y | +196.7% | +153.6% | +43.1% | +186.0% |
| 5Y | +151.9% | +266.5% | -114.6% | +138.2% |
| 10Y | +202.2% | +1,460.4% | -1,258.3% | +171.3% |
| All | +242.8% | +10,316.6% | -10,073.8% | +196.7% |
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