+498.4%
FIVE vs XPO
+1,266.4%
-767.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.1% |
| 7D | +2.7% | +9.0% | -6.3% | -0.7% |
| 30D | +12.7% | +4.2% | +8.5% | +10.7% |
| 3M | +2.1% | -8.7% | +10.7% | +5.3% |
| 6M | +17.5% | -2.8% | +20.2% | +17.4% |
| YTD | +31.0% | +41.9% | -10.9% | +11.0% |
| 1Y | +67.7% | +42.3% | +25.4% | +41.6% |
| 3Y | +43.4% | +127.3% | -83.9% | -4.8% |
| 5Y | +18.1% | +306.4% | -288.3% | -42.4% |
| All | +498.4% | +1,266.4% | -767.9% | +81.8% |
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 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