+52.3%
EXEL vs XPO
+38.9%
+13.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.9% | -1.3% | -1.5% | -2.8% |
| 30D | +11.9% | -10.4% | +22.2% | +12.4% |
| 3M | +9.2% | -15.7% | +24.9% | +10.1% |
| 6M | +39.1% | -6.3% | +45.4% | +39.3% |
| YTD | +31.0% | +34.2% | -3.1% | +33.4% |
| 1Y | +52.3% | +39.9% | +12.4% | +58.1% |
| All | +52.3% | +38.9% | +13.4% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling