+461.0%
D vs XPO
+9,445.4%
-8,984.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +3.0% | -6.7% | +9.6% | +3.2% |
| 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% | +19.1% |
| 1Y | +18.2% | +29.9% | -11.6% | +16.6% |
| 3Y | +73.3% | +122.6% | -49.3% | +65.7% |
| 5Y | +12.3% | +278.9% | -266.6% | +3.9% |
| 10Y | +43.4% | +1,375.3% | -1,331.9% | +25.5% |
| All | +461.0% | +9,445.4% | -8,984.4% | +370.5% |
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