-3.9%
EXPE vs XPO
+36.4%
-40.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | +6.9% | -11.1% | -5.5% |
| 30D | -4.5% | +4.1% | -8.6% | -5.0% |
| 3M | -19.7% | -9.7% | -10.0% | -18.4% |
| 6M | +18.3% | -3.8% | +22.1% | +18.3% |
| YTD | -7.3% | +38.8% | -46.1% | -21.8% |
| 1Y | -3.9% | +34.2% | -38.1% | -18.1% |
| All | -3.9% | +36.4% | -40.3% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling