+313.8%
EXPD vs XPO
+1,478.1%
-1,164.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | -0.3% |
| 7D | -1.1% | +2.4% | -3.5% | -1.8% |
| 30D | +4.1% | -3.5% | +7.6% | +4.9% |
| 3M | +17.9% | -11.9% | +29.8% | +21.5% |
| 6M | +29.2% | -10.0% | +39.2% | +31.8% |
| YTD | +27.4% | +42.1% | -14.7% | +15.3% |
| 1Y | +56.8% | +47.6% | +9.2% | +39.9% |
| 3Y | +68.0% | +153.6% | -85.5% | +24.4% |
| 5Y | +61.9% | +266.5% | -204.6% | +3.2% |
| All | +313.8% | +1,478.1% | -1,164.3% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling