+28.2%
M vs XPO
+271.9%
-243.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| 6M | +25.2% | +0.7% | +24.5% | +23.0% |
| YTD | +3.8% | +39.8% | -36.1% | -11.8% |
| 1Y | +36.3% | +43.3% | -7.0% | +13.5% |
| 3Y | +116.3% | +166.0% | -49.7% | +24.4% |
| 5Y | +28.2% | +274.2% | -246.0% | -48.5% |
| All | +28.2% | +271.9% | -243.8% | -48.5% |
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