+1,538.1%
IT vs XPO
+10,073.3%
-8,535.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -3.7% | +6.9% | -10.5% | -4.4% |
| 30D | -3.1% | +4.1% | -7.2% | -3.6% |
| 3M | +6.3% | -9.7% | +16.1% | +7.4% |
| 6M | +24.8% | -3.8% | +28.6% | +24.9% |
| YTD | -24.4% | +38.8% | -63.1% | -27.9% |
| 1Y | -17.1% | +34.2% | -51.3% | -20.8% |
| 3Y | -53.6% | +126.9% | -180.6% | -59.0% |
| 5Y | -42.5% | +297.5% | -340.0% | -53.3% |
| 10Y | +88.8% | +1,260.5% | -1,171.7% | +36.9% |
| All | +1,538.1% | +10,073.3% | -8,535.2% | +945.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling