-42.6%
INTU vs XPO
+262.4%
-305.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | -8.5% | -0.9% | -7.5% | -8.3% |
| 30D | -6.1% | -8.1% | +2.0% | -4.2% |
| 3M | +7.3% | -19.0% | +26.4% | +12.9% |
| 6M | -33.2% | -5.2% | -28.0% | -33.2% |
| YTD | -52.2% | +35.6% | -87.7% | -57.6% |
| 1Y | -52.7% | +41.1% | -93.8% | -59.0% |
| 3Y | -41.6% | +157.9% | -199.5% | -62.7% |
| 5Y | -42.6% | +265.6% | -308.3% | -71.6% |
| All | -42.6% | +262.4% | -305.1% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling