+153.5%
EXPE vs XPO
+159.4%
-5.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.3% | -7.5% |
| 7D | -9.8% | +2.7% | -12.4% | -10.4% |
| 30D | -11.5% | -6.2% | -5.3% | -10.1% |
| 3M | +21.7% | -15.4% | +37.1% | +26.7% |
| 6M | +10.4% | +0.7% | +9.6% | +8.8% |
| YTD | -2.5% | +39.8% | -42.4% | -14.3% |
| 1Y | +27.3% | +43.3% | -16.0% | +10.6% |
| 3Y | +153.5% | +166.0% | -12.5% | +79.9% |
| All | +153.5% | +159.4% | -5.9% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling