+29.4%
EXPE vs XPO
+38.9%
-9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -8.7% | -1.3% | -7.3% | -8.4% |
| 30D | -13.6% | -10.4% | -3.3% | -12.0% |
| 3M | +26.6% | -15.7% | +42.3% | +30.2% |
| 6M | +19.9% | -6.3% | +26.3% | +20.2% |
| YTD | -1.7% | +34.2% | -35.9% | -14.3% |
| 1Y | +29.4% | +39.9% | -10.5% | +12.4% |
| All | +29.4% | +38.9% | -9.5% | +12.4% |
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