+72.2%
F vs XPO
+1,356.2%
-1,284.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -0.2% | -1.5% | +1.3% | +0.1% |
| 30D | +0.9% | +2.6% | -1.7% | -0.1% |
| 3M | -11.3% | -6.1% | -5.2% | -9.9% |
| 6M | +2.0% | -8.0% | +10.0% | +3.9% |
| YTD | -3.2% | +38.5% | -41.6% | -14.7% |
| 1Y | -3.5% | +35.0% | -38.5% | -14.4% |
| 3Y | +48.1% | +126.5% | -78.4% | +2.9% |
| 5Y | -13.5% | +315.4% | -328.9% | -54.6% |
| 10Y | +72.2% | +1,272.1% | -1,200.0% | -40.4% |
| All | +72.2% | +1,356.2% | -1,284.1% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling