+136.0%
GOOG vs XPO
+261.3%
-125.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | 0.0% | -5.7% | +5.7% | +1.4% |
| 30D | -2.0% | -12.8% | +10.8% | +1.1% |
| 3M | -5.9% | -20.0% | +14.1% | -1.3% |
| 6M | +8.9% | -6.0% | +14.9% | +9.4% |
| YTD | +7.1% | +34.0% | -26.9% | -2.6% |
| 1Y | +39.7% | +35.6% | +4.1% | +25.7% |
| 3Y | +145.8% | +152.3% | -6.4% | +72.7% |
| All | +136.0% | +261.3% | -125.2% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling