+851.7%
FIVE vs XPO
+3,642.1%
-2,790.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +3.7% |
| 7D | +4.3% | +2.4% | +1.9% | +3.5% |
| 30D | +12.5% | -3.5% | +16.0% | +13.7% |
| 3M | +31.2% | -11.9% | +43.2% | +35.9% |
| 6M | +14.4% | -10.0% | +24.3% | +16.9% |
| YTD | +33.9% | +42.1% | -8.2% | +17.5% |
| 1Y | +65.1% | +47.6% | +17.5% | +42.1% |
| 3Y | +49.0% | +153.6% | -104.6% | +4.3% |
| 5Y | +30.3% | +266.5% | -236.2% | -22.6% |
| 10Y | +481.1% | +1,460.4% | -979.3% | +135.9% |
| All | +851.7% | +3,642.1% | -2,790.4% | +230.4% |
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