+488.5%
NDAQ vs XPO
+1,266.4%
-777.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | +1.3% | +9.0% | -7.7% | -0.4% |
| 30D | +18.0% | +4.2% | +13.8% | +16.9% |
| 3M | +11.5% | -8.7% | +20.2% | +13.2% |
| 6M | +21.1% | -2.8% | +23.8% | +21.0% |
| YTD | +12.8% | +41.9% | -29.1% | +3.6% |
| 1Y | +25.7% | +42.3% | -16.6% | +15.2% |
| 3Y | +116.8% | +127.3% | -10.5% | +74.1% |
| 5Y | +67.3% | +306.4% | -239.1% | +13.5% |
| All | +488.5% | +1,266.4% | -777.9% | +213.3% |
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