+86.4%
F vs XPO
+1,450.2%
-1,363.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.7% | -3.7% |
| 7D | +1.2% | +2.7% | -1.5% | +0.3% |
| 30D | +1.2% | -6.2% | +7.4% | +3.2% |
| 3M | -5.7% | -15.4% | +9.7% | -0.9% |
| 6M | +17.9% | +0.7% | +17.2% | +16.7% |
| YTD | +10.4% | +39.8% | -29.4% | -2.7% |
| 1Y | +25.3% | +43.3% | -18.0% | +8.7% |
| 3Y | +37.5% | +166.0% | -128.6% | -9.9% |
| 5Y | +46.5% | +274.2% | -227.6% | -20.2% |
| 10Y | +86.4% | +1,429.0% | -1,342.7% | -38.1% |
| All | +86.4% | +1,450.2% | -1,363.8% | -38.1% |
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