+229.5%
EXEL vs XPO
+133.2%
+96.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | -0.8% | +9.0% | -9.8% | -1.7% |
| 30D | +13.1% | +4.2% | +9.0% | +12.6% |
| 3M | +36.3% | -8.7% | +45.0% | +37.4% |
| 6M | +34.5% | -2.8% | +37.3% | +34.5% |
| YTD | +57.4% | +41.9% | +15.6% | +51.1% |
| 1Y | +62.9% | +42.3% | +20.6% | +56.2% |
| 3Y | +229.5% | +127.3% | +102.2% | +212.1% |
| All | +229.5% | +133.2% | +96.3% | +212.1% |
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 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