+13,164.2%
GOOG vs XPO
+11,092.0%
+2,072.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.7% |
| 7D | -1.6% | -0.9% | -0.6% | -1.5% |
| 30D | -7.7% | -8.1% | +0.4% | -6.7% |
| 3M | -9.3% | -19.0% | +9.7% | -7.1% |
| 6M | +7.4% | -5.2% | +12.6% | +7.7% |
| YTD | +4.9% | +35.6% | -30.7% | -0.1% |
| 1Y | +37.2% | +41.1% | -3.9% | +29.7% |
| 3Y | +141.6% | +157.9% | -16.3% | +107.3% |
| 5Y | +128.8% | +265.6% | -136.9% | +84.0% |
| 10Y | +772.7% | +1,516.8% | -744.1% | +505.3% |
| All | +13,164.2% | +11,092.0% | +2,072.2% | +7,887.4% |
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