+153.4%
EXE vs XPO
+354.4%
-200.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +5.3% | +9.0% | -3.6% | +4.2% |
| 30D | -2.2% | +4.2% | -6.4% | -2.8% |
| 3M | -5.9% | -8.7% | +2.8% | -5.0% |
| 6M | -5.7% | -2.8% | -3.0% | -5.9% |
| YTD | -17.8% | +41.9% | -59.7% | -23.0% |
| 1Y | -23.1% | +42.3% | -65.5% | -28.1% |
| 3Y | +21.2% | +127.3% | -106.1% | +0.6% |
| 5Y | +78.8% | +306.4% | -227.6% | +25.4% |
| All | +153.4% | +354.4% | -200.9% | +65.5% |
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 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