+30.2%
EXC vs XPO
+129.7%
-99.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | +0.1% |
| 7D | -1.7% | -1.9% | +0.2% | -1.7% |
| 30D | +9.3% | +2.5% | +6.8% | +9.4% |
| 3M | +1.0% | -7.2% | +8.2% | +1.0% |
| 6M | +5.9% | -8.1% | +14.0% | +5.9% |
| YTD | +7.6% | +38.3% | -30.7% | +8.0% |
| 1Y | +2.4% | +33.6% | -31.2% | +2.7% |
| 3Y | +30.2% | +133.1% | -102.8% | +27.4% |
| All | +30.2% | +129.7% | -99.4% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling