+45.7%
IR vs XPO
+277.9%
-232.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | -0.2% |
| 7D | -2.8% | +2.4% | -5.2% | -3.7% |
| 30D | -15.1% | -3.5% | -11.6% | -14.2% |
| 3M | +6.1% | -11.9% | +18.0% | +10.3% |
| 6M | -16.8% | -10.0% | -6.9% | -14.4% |
| YTD | -3.5% | +42.1% | -45.6% | -14.8% |
| 1Y | -3.5% | +47.6% | -51.1% | -16.6% |
| 3Y | +9.5% | +153.6% | -144.1% | -24.9% |
| All | +45.7% | +277.9% | -232.2% | -21.1% |
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