+196.7%
EXC vs XPO
+1,266.4%
-1,069.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +1.1% |
| 7D | +1.4% | +9.0% | -7.6% | +0.4% |
| 30D | +8.6% | +4.2% | +4.4% | +8.0% |
| 3M | +2.4% | -8.7% | +11.0% | +3.3% |
| 6M | +6.5% | -2.8% | +9.2% | +6.4% |
| YTD | +9.0% | +41.9% | -32.8% | +3.3% |
| 1Y | +4.6% | +42.3% | -37.7% | -1.1% |
| 3Y | +33.5% | +127.3% | -93.8% | +14.0% |
| 5Y | +41.4% | +306.4% | -265.0% | +5.5% |
| All | +196.7% | +1,266.4% | -1,069.7% | +91.7% |
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