+88.3%
EXPE vs XPO
+262.4%
-174.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.3% |
| 7D | -11.5% | -0.9% | -10.6% | -11.3% |
| 30D | -13.1% | -8.1% | -5.0% | -10.7% |
| 3M | +18.1% | -19.0% | +37.2% | +26.2% |
| 6M | +13.3% | -5.2% | +18.4% | +13.7% |
| YTD | -3.2% | +35.6% | -38.8% | -16.3% |
| 1Y | +26.1% | +41.1% | -15.0% | +6.8% |
| 3Y | +151.7% | +157.9% | -6.2% | +55.2% |
| 5Y | +88.3% | +265.6% | -177.3% | -17.2% |
| All | +88.3% | +262.4% | -174.1% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling