-33.9%
INTU vs XPO
+132.3%
-166.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.2% | -1.5% | +0.3% | -1.1% |
| 30D | +12.4% | +2.6% | +9.9% | +12.0% |
| 3M | +2.3% | -6.1% | +8.4% | +2.9% |
| 6M | -13.3% | -8.0% | -5.3% | -12.6% |
| YTD | -47.9% | +38.5% | -86.4% | -51.5% |
| 1Y | -47.2% | +35.0% | -82.2% | -50.7% |
| 3Y | -33.9% | +126.5% | -160.4% | -46.4% |
| All | -33.9% | +132.3% | -166.2% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling