+1,459.0%
INTU vs XPO
+10,316.6%
-8,857.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.5% | -7.9% | -3.9% |
| 7D | -7.1% | +2.4% | -9.5% | -7.4% |
| 30D | +1.5% | -3.5% | +5.0% | +1.8% |
| 3M | +10.7% | -11.9% | +22.6% | +12.1% |
| 6M | -23.8% | -10.0% | -13.9% | -23.4% |
| YTD | -49.3% | +42.1% | -91.4% | -51.9% |
| 1Y | -49.7% | +47.6% | -97.3% | -52.6% |
| 3Y | -38.0% | +153.6% | -191.6% | -46.2% |
| 5Y | -38.7% | +266.5% | -305.2% | -49.9% |
| 10Y | +221.3% | +1,460.4% | -1,239.1% | +132.8% |
| All | +1,459.0% | +10,316.6% | -8,857.5% | +966.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling