+92.6%
NDAQ vs XPO
+159.4%
-66.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -2.6% | +2.7% | -5.2% | -3.0% |
| 30D | +0.5% | -6.2% | +6.7% | +1.4% |
| 3M | +9.9% | -15.4% | +25.3% | +12.5% |
| 6M | +8.2% | +0.7% | +7.5% | +7.4% |
| YTD | -1.5% | +39.8% | -41.3% | -7.8% |
| 1Y | +1.3% | +43.3% | -42.0% | -6.0% |
| 3Y | +92.6% | +166.0% | -73.5% | +52.7% |
| All | +92.6% | +159.4% | -66.8% | +52.7% |
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