+198.5%
EXEL vs XPO
+262.4%
-63.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.6% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +10.1% | -8.1% | +18.2% | +11.3% |
| 3M | +10.1% | -19.0% | +29.1% | +13.0% |
| 6M | +37.7% | -5.2% | +42.9% | +38.0% |
| YTD | +33.1% | +35.6% | -2.5% | +26.4% |
| 1Y | +52.4% | +41.1% | +11.3% | +43.1% |
| 3Y | +163.8% | +157.9% | +5.9% | +118.8% |
| 5Y | +198.5% | +265.6% | -67.1% | +138.4% |
| All | +198.5% | +262.4% | -63.9% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling