+855.0%
EXPE vs XPO
+23,558.0%
-22,703.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -2.7% |
| 7D | -9.5% | +2.4% | -11.9% | -10.1% |
| 30D | -6.6% | -3.5% | -3.1% | -6.0% |
| 3M | +31.4% | -11.9% | +43.3% | +34.4% |
| 6M | +35.2% | -10.0% | +45.1% | +37.0% |
| YTD | +5.8% | +42.1% | -36.3% | -3.6% |
| 1Y | +38.7% | +47.6% | -8.9% | +25.0% |
| 3Y | +175.8% | +153.6% | +22.2% | +115.2% |
| 5Y | +111.8% | +266.5% | -154.7% | +48.8% |
| 10Y | +179.7% | +1,460.4% | -1,280.7% | +52.7% |
| All | +855.0% | +23,558.0% | -22,703.0% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling