+208.8%
C vs XPO
+1,356.2%
-1,147.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.4% | -1.5% | +1.2% | +0.1% |
| 30D | -5.2% | +2.6% | -7.8% | -6.1% |
| 3M | -9.1% | -6.1% | -3.0% | -7.6% |
| 6M | -1.6% | -8.0% | +6.4% | +0.1% |
| YTD | +6.9% | +38.5% | -31.5% | -5.7% |
| 1Y | +23.0% | +35.0% | -12.0% | +9.0% |
| 3Y | +216.1% | +126.5% | +89.7% | +124.0% |
| 5Y | +112.2% | +315.4% | -203.2% | +13.2% |
| 10Y | +208.8% | +1,272.1% | -1,063.4% | 0.0% |
| All | +208.8% | +1,356.2% | -1,147.4% | 0.0% |
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 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