+1,226.9%
EXPD vs XPO
+9,445.4%
-8,218.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | -7.2% | -6.7% | -0.5% | -6.4% |
| 30D | -3.3% | -1.9% | -1.4% | -3.0% |
| 3M | +3.4% | -9.9% | +13.3% | +4.6% |
| 6M | +22.7% | -16.4% | +39.1% | +25.2% |
| YTD | +24.5% | +30.2% | -5.7% | +20.2% |
| 1Y | +38.6% | +29.9% | +8.8% | +33.8% |
| 3Y | +71.5% | +122.6% | -51.1% | +53.1% |
| 5Y | +56.2% | +278.9% | -222.6% | +29.0% |
| 10Y | +310.5% | +1,375.3% | -1,064.8% | +198.0% |
| All | +1,226.9% | +9,445.4% | -8,218.4% | +779.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling