-7.5%
IR vs XPO
+39.4%
-47.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -0.9% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -15.0% | -8.1% | -6.9% | -12.6% |
| 3M | -0.4% | -19.0% | +18.6% | +6.9% |
| 6M | -15.0% | -5.2% | -9.9% | -13.9% |
| YTD | -7.1% | +35.6% | -42.6% | -13.5% |
| 1Y | -7.5% | +41.1% | -48.6% | -13.6% |
| All | -7.5% | +39.4% | -47.0% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling