-2.8%
EXPE vs XPO
+38.7%
-41.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -0.5% | +9.0% | -9.5% | -2.2% |
| 30D | -6.1% | +4.2% | -10.3% | -6.7% |
| 3M | -21.3% | -8.7% | -12.7% | -20.3% |
| 6M | +19.0% | -2.8% | +21.8% | +18.8% |
| YTD | -8.4% | +41.9% | -50.3% | -22.8% |
| 1Y | -2.8% | +42.3% | -45.1% | -19.3% |
| All | -2.8% | +38.7% | -41.5% | -19.3% |
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