+590.9%
JPM vs XPO
+1,516.3%
-925.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.7% | -5.7% | +5.0% | +0.9% |
| 30D | -2.5% | -12.8% | +10.4% | +1.1% |
| 3M | +14.1% | -20.0% | +34.1% | +20.7% |
| 6M | +25.1% | -6.0% | +31.1% | +25.9% |
| YTD | +12.1% | +34.0% | -21.9% | +1.6% |
| 1Y | +18.8% | +35.6% | -16.7% | +6.6% |
| 3Y | +163.4% | +152.3% | +11.1% | +87.5% |
| 5Y | +156.5% | +264.4% | -107.8% | +53.8% |
| All | +590.9% | +1,516.3% | -925.5% | +150.5% |
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