+365.6%
NDAQ vs XPO
+1,517.7%
-1,152.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -6.8% | -1.3% | -5.5% | -6.6% |
| 30D | -3.2% | -10.4% | +7.2% | -1.2% |
| 3M | +6.5% | -15.7% | +22.2% | +9.6% |
| 6M | +5.7% | -6.3% | +12.1% | +6.3% |
| YTD | -4.6% | +34.2% | -38.8% | -11.2% |
| 1Y | -1.6% | +39.9% | -41.5% | -9.6% |
| 3Y | +86.4% | +155.2% | -68.8% | +46.1% |
| 5Y | +50.3% | +264.7% | -214.4% | +4.5% |
| All | +365.6% | +1,517.7% | -1,152.1% | +145.6% |
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