+154.6%
JPM vs XPO
+257.8%
-103.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | -2.3% | -10.4% | +8.0% | -0.2% |
| 3M | +14.9% | -15.7% | +30.6% | +18.6% |
| 6M | +23.6% | -6.3% | +30.0% | +24.4% |
| YTD | +11.3% | +34.2% | -22.9% | +3.2% |
| 1Y | +19.9% | +39.9% | -20.1% | +9.5% |
| 3Y | +162.6% | +155.2% | +7.4% | +103.5% |
| 5Y | +154.6% | +264.7% | -110.1% | +72.6% |
| All | +154.6% | +257.8% | -103.2% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling