-50.8%
C vs XPO
+10,316.6%
-10,367.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.2% |
| 7D | +3.6% | +2.4% | +1.2% | +3.1% |
| 30D | +0.1% | -3.5% | +3.6% | +0.7% |
| 3M | +2.4% | -11.9% | +14.4% | +4.6% |
| 6M | +24.9% | -10.0% | +34.9% | +26.8% |
| YTD | +19.8% | +42.1% | -22.3% | +11.3% |
| 1Y | +44.9% | +47.6% | -2.7% | +33.0% |
| 3Y | +263.0% | +153.6% | +109.4% | +194.8% |
| 5Y | +129.5% | +266.5% | -137.0% | +68.8% |
| 10Y | +291.6% | +1,460.4% | -1,168.8% | +124.1% |
| All | -50.8% | +10,316.6% | -10,367.4% | -78.7% |
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