+496.4%
FIVE vs XPO
+1,450.2%
-953.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | +3.7% | +2.7% | +1.0% | +2.6% |
| 30D | +4.0% | -6.2% | +10.1% | +6.4% |
| 3M | +36.2% | -15.4% | +51.6% | +44.4% |
| 6M | +18.0% | +0.7% | +17.3% | +16.0% |
| YTD | +34.9% | +39.8% | -5.0% | +15.3% |
| 1Y | +67.9% | +43.3% | +24.6% | +40.8% |
| 3Y | +57.3% | +166.0% | -108.7% | -2.5% |
| 5Y | +39.5% | +274.2% | -234.6% | -29.7% |
| 10Y | +496.4% | +1,429.0% | -932.6% | +70.1% |
| All | +496.4% | +1,450.2% | -953.8% | +70.1% |
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