+111.9%
INTC vs XPO
+1,266.4%
-1,154.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.8% | -3.2% |
| 7D | +6.0% | +9.0% | -3.0% | +3.2% |
| 30D | -39.2% | +4.2% | -43.4% | -40.2% |
| 3M | -42.9% | -8.7% | -34.3% | -41.6% |
| 6M | -50.4% | -2.8% | -47.6% | -50.3% |
| YTD | +61.7% | +41.9% | +19.8% | +44.0% |
| 1Y | +66.1% | +42.3% | +23.8% | +47.3% |
| 3Y | +58.1% | +127.3% | -69.1% | +17.3% |
| 5Y | +27.9% | +306.4% | -278.5% | -24.6% |
| All | +111.9% | +1,266.4% | -1,154.5% | -5.6% |
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