+33.7%
BABA vs XPO
+165.6%
-131.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +0.9% |
| 7D | -4.8% | +2.4% | -7.2% | -5.0% |
| 30D | -11.9% | -3.5% | -8.4% | -11.7% |
| 3M | -9.3% | -11.9% | +2.7% | -8.3% |
| 6M | -14.2% | -10.0% | -4.3% | -13.8% |
| YTD | -22.0% | +42.1% | -64.1% | -24.8% |
| 1Y | -12.7% | +47.6% | -60.3% | -16.2% |
| All | +33.7% | +165.6% | -131.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling