+162.3%
EXEL vs XPO
+161.8%
+0.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | +1.4% | +2.7% | -1.3% | +1.1% |
| 30D | +6.7% | -6.2% | +12.8% | +7.2% |
| 3M | +11.5% | -15.4% | +26.9% | +13.2% |
| 6M | +38.8% | +0.7% | +38.0% | +38.2% |
| YTD | +31.6% | +39.8% | -8.3% | +26.6% |
| 1Y | +53.0% | +43.3% | +9.7% | +46.3% |
| All | +162.3% | +161.8% | +0.4% | +140.6% |
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