+369.2%
EXC vs XPO
+10,095.4%
-9,726.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +8.3% | +4.7% | +3.6% | +8.0% |
| 3M | +2.6% | -7.1% | +9.7% | +3.0% |
| 6M | +5.2% | -6.3% | +11.4% | +5.4% |
| YTD | +7.5% | +39.1% | -31.5% | +5.0% |
| 1Y | +3.2% | +36.7% | -33.5% | +0.7% |
| 3Y | +29.5% | +127.4% | -97.9% | +20.9% |
| 5Y | +39.7% | +315.0% | -275.3% | +23.6% |
| 10Y | +200.1% | +1,263.5% | -1,063.4% | +147.8% |
| All | +369.2% | +10,095.4% | -9,726.2% | +263.5% |
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