+200.1%
EXC vs XPO
+1,289.5%
-1,089.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +8.3% | +4.7% | +3.6% | +7.6% |
| 3M | +2.6% | -7.1% | +9.7% | +3.3% |
| 6M | +5.2% | -6.3% | +11.4% | +5.5% |
| YTD | +7.5% | +39.1% | -31.5% | +2.1% |
| 1Y | +3.2% | +36.7% | -33.5% | -2.0% |
| 3Y | +29.5% | +127.4% | -97.9% | +10.4% |
| 5Y | +39.7% | +315.0% | -275.3% | +3.5% |
| 10Y | +200.1% | +1,263.5% | -1,063.4% | +92.2% |
| All | +200.1% | +1,289.5% | -1,089.4% | +92.2% |
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