+273.7%
IR vs XPO
+856.7%
-583.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.5% | -5.7% | +1.2% | -2.6% |
| 30D | -13.9% | -12.8% | -1.1% | -9.9% |
| 3M | -0.3% | -20.0% | +19.6% | +7.2% |
| 6M | -14.3% | -6.0% | -8.3% | -13.0% |
| YTD | -7.9% | +34.0% | -41.9% | -17.4% |
| 1Y | -9.9% | +35.6% | -45.4% | -20.3% |
| 3Y | +6.5% | +152.3% | -145.8% | -27.8% |
| 5Y | +34.0% | +264.4% | -230.3% | -25.2% |
| All | +273.7% | +856.7% | -583.0% | +66.2% |
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