+252.1%
INTC vs XPO
+1,516.3%
-1,264.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +7.5% | -5.7% | +13.1% | +9.4% |
| 30D | +2.0% | -12.8% | +14.8% | +6.5% |
| 3M | -12.0% | -20.0% | +8.0% | -5.7% |
| 6M | +114.5% | -6.0% | +120.6% | +118.9% |
| YTD | +179.0% | +34.0% | +144.9% | +154.7% |
| 1Y | +318.3% | +35.6% | +282.7% | +276.8% |
| 3Y | +171.2% | +152.3% | +18.9% | +95.8% |
| 5Y | +107.6% | +264.4% | -156.8% | +27.2% |
| All | +252.1% | +1,516.3% | -1,264.2% | +51.4% |
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