+806.8%
FIVE vs XPO
+3,329.2%
-2,522.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.3% | -6.7% | +6.4% | +1.9% |
| 30D | +17.7% | -1.9% | +19.5% | +18.2% |
| 3M | +4.0% | -9.9% | +13.9% | +7.2% |
| 6M | +2.6% | -16.4% | +19.0% | +7.7% |
| YTD | +27.6% | +30.2% | -2.6% | +15.0% |
| 1Y | +59.9% | +29.9% | +30.1% | +44.0% |
| 3Y | +35.8% | +122.6% | -86.9% | -0.5% |
| 5Y | +14.4% | +278.9% | -264.5% | -32.5% |
| 10Y | +576.1% | +1,375.3% | -799.2% | +180.8% |
| All | +806.8% | +3,329.2% | -2,522.4% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling