+51.9%
FIVE vs XPO
+155.9%
-104.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +3.6% |
| 7D | +4.3% | +2.4% | +1.9% | +3.4% |
| 30D | +12.5% | -3.5% | +16.0% | +13.8% |
| 3M | +31.2% | -11.9% | +43.2% | +36.2% |
| 6M | +14.4% | -10.0% | +24.3% | +17.0% |
| YTD | +33.9% | +42.1% | -8.2% | +15.3% |
| 1Y | +65.1% | +47.6% | +17.5% | +39.0% |
| All | +51.9% | +155.9% | -104.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling