-8.1%
M vs XPO
+1,266.4%
-1,274.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.7% |
| 7D | +7.0% | +9.0% | -1.9% | +3.6% |
| 30D | +8.9% | +4.2% | +4.7% | +7.2% |
| 3M | +4.5% | -8.7% | +13.1% | +7.9% |
| 6M | +36.2% | -2.8% | +39.0% | +36.3% |
| YTD | +15.1% | +41.9% | -26.7% | -1.7% |
| 1Y | +27.4% | +42.3% | -14.9% | +8.6% |
| 3Y | +160.1% | +127.3% | +32.9% | +72.1% |
| 5Y | -1.6% | +306.4% | -308.0% | -51.8% |
| All | -8.1% | +1,266.4% | -1,274.5% | -73.6% |
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 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