+147.8%
GE vs XPO
+1,517.7%
-1,369.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.4% |
| 30D | -11.9% | -10.4% | -1.6% | -9.2% |
| 3M | +1.8% | -15.7% | +17.5% | +6.4% |
| 6M | -0.6% | -6.3% | +5.7% | +0.6% |
| YTD | +5.5% | +34.2% | -28.6% | -4.5% |
| 1Y | +15.0% | +39.9% | -25.0% | +1.7% |
| 3Y | +269.5% | +155.2% | +114.3% | +157.8% |
| 5Y | +422.4% | +264.7% | +157.8% | +207.4% |
| All | +147.8% | +1,517.7% | -1,369.9% | -0.4% |
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 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