-2.0%
M vs XPO
+1,458.1%
-1,460.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | +2.4% | +2.7% | -0.3% | +1.3% |
| 30D | -11.6% | -6.2% | -5.4% | -9.6% |
| 3M | +1.6% | -15.4% | +17.0% | +7.6% |
| 6M | +25.2% | +0.7% | +24.5% | +23.2% |
| YTD | +3.8% | +39.8% | -36.1% | -10.8% |
| 1Y | +36.3% | +43.3% | -7.0% | +15.0% |
| 3Y | +116.3% | +166.0% | -49.7% | +33.4% |
| 5Y | +28.2% | +274.2% | -246.0% | -35.5% |
| All | -2.0% | +1,458.1% | -1,460.1% | -73.2% |
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