+100.0%
IT vs XPO
+1,516.3%
-1,416.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.3% | +5.3% |
| 7D | -3.7% | -5.7% | +2.0% | -2.2% |
| 30D | +0.1% | -12.8% | +12.9% | +3.3% |
| 3M | +20.7% | -20.0% | +40.7% | +27.1% |
| 6M | +12.0% | -6.0% | +18.0% | +12.5% |
| YTD | -28.8% | +34.0% | -62.9% | -35.5% |
| 1Y | -25.5% | +35.6% | -61.1% | -33.2% |
| 3Y | -48.8% | +152.3% | -201.0% | -63.0% |
| 5Y | -42.7% | +264.4% | -307.1% | -64.9% |
| All | +100.0% | +1,516.3% | -1,416.3% | -24.8% |
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