-51.6%
IT vs XPO
+153.8%
-205.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.2% |
| 7D | -9.1% | -0.9% | -8.2% | -9.0% |
| 30D | -12.2% | -8.1% | -4.1% | -11.1% |
| 3M | +7.8% | -19.0% | +26.8% | +11.2% |
| 6M | +2.0% | -5.2% | +7.2% | +2.2% |
| YTD | -32.7% | +35.6% | -68.3% | -37.3% |
| 1Y | -31.1% | +41.1% | -72.2% | -36.6% |
| All | -51.6% | +153.8% | -205.4% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling