+178.5%
EXE vs XPO
+355.1%
-176.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.6% | -1.7% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +8.5% | -3.5% | +12.0% | +8.8% |
| 3M | +5.5% | -11.9% | +17.4% | +6.9% |
| 6M | -5.9% | -10.0% | +4.1% | -5.3% |
| YTD | -9.7% | +42.1% | -51.8% | -15.4% |
| 1Y | +3.6% | +47.6% | -44.0% | -3.9% |
| 3Y | +18.0% | +153.6% | -135.5% | -4.3% |
| 5Y | +109.4% | +266.5% | -157.1% | +51.6% |
| All | +178.5% | +355.1% | -176.6% | +82.0% |
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