+456.6%
D vs XPO
+10,095.4%
-9,638.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +9.0% | +4.7% | +4.3% | +8.8% |
| 3M | +1.0% | -7.1% | +8.0% | +1.2% |
| 6M | +11.0% | -6.3% | +17.2% | +11.1% |
| YTD | +19.8% | +39.1% | -19.3% | +17.8% |
| 1Y | +16.0% | +36.7% | -20.7% | +14.1% |
| 3Y | +74.4% | +127.4% | -53.1% | +66.5% |
| 5Y | +13.5% | +315.0% | -301.4% | +4.7% |
| 10Y | +48.4% | +1,263.5% | -1,215.1% | +29.9% |
| All | +456.6% | +10,095.4% | -9,638.8% | +365.5% |
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