+40.9%
D vs XPO
+1,458.1%
-1,417.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +0.8% | +2.7% | -1.9% | +0.5% |
| 30D | -0.7% | -6.2% | +5.4% | -0.3% |
| 3M | +2.1% | -15.4% | +17.5% | +3.3% |
| 6M | +6.8% | +0.7% | +6.1% | +6.4% |
| YTD | +16.5% | +39.8% | -23.3% | +12.6% |
| 1Y | +19.2% | +43.3% | -24.2% | +14.6% |
| 3Y | +61.9% | +166.0% | -104.2% | +43.7% |
| 5Y | +6.5% | +274.2% | -267.6% | -10.7% |
| All | +40.9% | +1,458.1% | -1,417.2% | +1.4% |
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 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