+160.8%
EXC vs XPO
+1,410.5%
-1,249.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | +0.3% | -0.9% | +1.3% | +0.4% |
| 30D | -0.9% | -8.1% | +7.2% | 0.0% |
| 3M | -2.7% | -19.0% | +16.4% | -0.5% |
| 6M | -9.4% | -5.2% | -4.2% | -9.3% |
| YTD | +3.0% | +35.6% | -32.5% | -1.7% |
| 1Y | +5.1% | +41.1% | -36.0% | -0.6% |
| 3Y | +20.6% | +157.9% | -137.3% | +0.6% |
| 5Y | +45.7% | +265.6% | -219.9% | +10.6% |
| 10Y | +160.8% | +1,516.8% | -1,356.0% | +55.2% |
| All | +160.8% | +1,410.5% | -1,249.6% | +55.2% |
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