+20.3%
EXE vs XPO
+153.8%
-133.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | -0.4% | -8.1% | +7.7% | +0.1% |
| 3M | +9.5% | -19.0% | +28.5% | +10.7% |
| 6M | -9.3% | -5.2% | -4.2% | -9.5% |
| YTD | -10.9% | +35.6% | -46.5% | -13.9% |
| 1Y | +4.3% | +41.1% | -36.8% | +0.2% |
| All | +20.3% | +153.8% | -133.6% | +5.3% |
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