+369.6%
EXC vs XPO
+10,043.1%
-9,673.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.3% |
| 7D | -1.7% | -1.9% | +0.2% | -1.6% |
| 30D | +9.3% | +2.5% | +6.8% | +9.1% |
| 3M | +1.0% | -7.2% | +8.2% | +1.4% |
| 6M | +5.9% | -8.1% | +14.0% | +6.2% |
| YTD | +7.6% | +38.3% | -30.7% | +5.1% |
| 1Y | +2.4% | +33.6% | -31.2% | +0.1% |
| 3Y | +30.2% | +133.1% | -102.8% | +21.4% |
| 5Y | +41.4% | +308.9% | -267.6% | +25.2% |
| 10Y | +183.8% | +1,371.8% | -1,188.0% | +133.8% |
| All | +369.6% | +10,043.1% | -9,673.5% | +263.9% |
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