+713.2%
EXPE vs XPO
+22,958.9%
-22,245.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -11.2% | -1.5% | -9.7% | -10.8% |
| 30D | -7.5% | +2.6% | -10.0% | -7.9% |
| 3M | -19.1% | -6.1% | -12.9% | -18.1% |
| 6M | +10.7% | -8.0% | +18.7% | +12.2% |
| YTD | -9.9% | +38.5% | -48.4% | -17.4% |
| 1Y | -4.6% | +35.0% | -39.6% | -12.1% |
| 3Y | +116.8% | +126.5% | -9.7% | +73.8% |
| 5Y | +38.6% | +315.4% | -276.8% | -4.5% |
| 10Y | +115.9% | +1,272.1% | -1,156.3% | +20.2% |
| All | +713.2% | +22,958.9% | -22,245.7% | +234.7% |
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