+15.2%
D vs XPO
+275.5%
-260.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +3.0% | -6.7% | +9.6% | +3.3% |
| 30D | +11.5% | -1.9% | +13.4% | +11.6% |
| 3M | +3.7% | -9.9% | +13.6% | +4.1% |
| 6M | +13.5% | -16.4% | +29.9% | +14.2% |
| YTD | +20.7% | +30.2% | -9.5% | +18.9% |
| 1Y | +18.2% | +29.9% | -11.6% | +16.4% |
| 3Y | +73.3% | +122.6% | -49.3% | +63.3% |
| All | +15.2% | +275.5% | -260.3% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling