+1,257.0%
EXPD vs XPO
+10,316.6%
-9,059.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.3% |
| 7D | -1.1% | +2.4% | -3.5% | -1.5% |
| 30D | +4.1% | -3.5% | +7.6% | +4.5% |
| 3M | +17.9% | -11.9% | +29.8% | +19.7% |
| 6M | +29.2% | -10.0% | +39.2% | +30.5% |
| YTD | +27.4% | +42.1% | -14.7% | +21.7% |
| 1Y | +56.8% | +47.6% | +9.2% | +48.8% |
| 3Y | +68.0% | +153.6% | -85.5% | +47.5% |
| 5Y | +61.9% | +266.5% | -204.6% | +33.6% |
| 10Y | +316.0% | +1,460.4% | -1,144.4% | +199.2% |
| All | +1,257.0% | +10,316.6% | -9,059.5% | +789.6% |
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 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