+294.7%
C vs XPO
+1,410.5%
-1,115.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.8% |
| 7D | +2.6% | -0.9% | +3.5% | +2.8% |
| 30D | +1.9% | -8.1% | +10.0% | +4.5% |
| 3M | +2.8% | -19.0% | +21.8% | +9.4% |
| 6M | +30.6% | -5.2% | +35.7% | +31.5% |
| YTD | +19.9% | +35.6% | -15.7% | +6.7% |
| 1Y | +44.6% | +41.1% | +3.5% | +25.9% |
| 3Y | +272.1% | +157.9% | +114.2% | +151.2% |
| 5Y | +132.0% | +265.6% | -133.7% | +29.5% |
| 10Y | +294.7% | +1,516.8% | -1,222.2% | +21.8% |
| All | +294.7% | +1,410.5% | -1,115.8% | +21.8% |
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