-16.5%
IT vs XPO
+38.7%
-55.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.6% |
| 7D | +1.1% | +9.0% | -7.9% | +0.7% |
| 30D | -1.8% | +4.2% | -6.0% | -2.0% |
| 3M | +4.8% | -8.7% | +13.5% | +5.3% |
| 6M | +33.0% | -2.8% | +35.8% | +33.7% |
| YTD | -23.8% | +41.9% | -65.7% | -23.4% |
| 1Y | -16.5% | +42.3% | -58.8% | -17.1% |
| All | -16.5% | +38.7% | -55.3% | -17.1% |
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 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