+719.8%
ES vs XPO
+10,043.1%
-9,323.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.7% |
| 7D | -0.1% | -1.9% | +1.8% | 0.0% |
| 30D | +5.7% | +2.5% | +3.2% | +5.6% |
| 3M | -2.8% | -7.2% | +4.4% | -2.6% |
| 6M | +7.0% | -8.1% | +15.0% | +7.2% |
| YTD | +6.8% | +38.3% | -31.6% | +5.2% |
| 1Y | -0.5% | +33.6% | -34.0% | -1.9% |
| 3Y | +47.2% | +133.1% | -85.9% | +41.0% |
| 5Y | +2.3% | +308.9% | -306.7% | -4.9% |
| 10Y | +85.6% | +1,371.8% | -1,286.1% | +64.9% |
| All | +719.8% | +10,043.1% | -9,323.2% | +591.6% |
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