+236.7%
INTU vs XPO
+1,266.4%
-1,029.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | +0.1% | +9.0% | -8.9% | -2.2% |
| 30D | +10.1% | +4.2% | +5.9% | +8.7% |
| 3M | -4.2% | -8.7% | +4.5% | -2.3% |
| 6M | -7.2% | -2.8% | -4.5% | -7.2% |
| YTD | -47.7% | +41.9% | -89.6% | -53.8% |
| 1Y | -46.7% | +42.3% | -89.0% | -53.1% |
| 3Y | -34.1% | +127.3% | -161.3% | -52.3% |
| 5Y | -43.3% | +306.4% | -349.7% | -67.6% |
| All | +236.7% | +1,266.4% | -1,029.7% | +46.7% |
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