+108.4%
M vs XPO
+122.0%
-13.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -4.3% | -6.7% | +2.4% | -2.2% |
| 30D | +1.3% | -1.9% | +3.2% | +1.8% |
| 3M | -7.4% | -9.9% | +2.5% | -4.6% |
| 6M | +18.3% | -16.4% | +34.7% | +24.2% |
| YTD | +7.6% | +30.2% | -22.6% | -2.9% |
| 1Y | +17.4% | +29.9% | -12.5% | +5.9% |
| 3Y | +108.4% | +122.6% | -14.3% | +51.2% |
| All | +108.4% | +122.0% | -13.6% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling