-10.3%
M vs XPO
+275.5%
-285.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -4.3% | -6.7% | +2.4% | -1.6% |
| 30D | +1.3% | -1.9% | +3.2% | +1.9% |
| 3M | -7.4% | -9.9% | +2.5% | -3.8% |
| 6M | +18.3% | -16.4% | +34.7% | +25.9% |
| YTD | +7.6% | +30.2% | -22.6% | -6.3% |
| 1Y | +17.4% | +29.9% | -12.5% | +2.2% |
| 3Y | +108.4% | +122.6% | -14.3% | +29.2% |
| All | -10.3% | +275.5% | -285.8% | -63.0% |
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