+48.3%
D vs XPO
+1,356.2%
-1,308.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | -1.5% | +3.9% | +2.5% |
| 30D | +10.9% | +2.6% | +8.3% | +10.6% |
| 3M | +2.8% | -6.1% | +9.0% | +3.3% |
| 6M | +12.7% | -8.0% | +20.7% | +13.1% |
| YTD | +20.3% | +38.5% | -18.2% | +16.3% |
| 1Y | +17.1% | +35.0% | -17.9% | +13.3% |
| 3Y | +75.1% | +126.5% | -51.3% | +58.0% |
| 5Y | +13.1% | +315.4% | -302.3% | -6.4% |
| 10Y | +48.3% | +1,272.1% | -1,223.9% | +15.1% |
| All | +48.3% | +1,356.2% | -1,308.0% | +15.1% |
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