+52.5%
NDAQ vs XPO
+262.4%
-210.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.3% |
| 7D | -1.6% | -0.9% | -0.6% | -1.4% |
| 30D | -1.5% | -8.1% | +6.6% | 0.0% |
| 3M | +8.0% | -19.0% | +27.1% | +12.0% |
| 6M | +7.7% | -5.2% | +12.9% | +8.0% |
| YTD | -2.3% | +35.6% | -37.9% | -9.3% |
| 1Y | +0.6% | +41.1% | -40.5% | -7.8% |
| 3Y | +90.9% | +157.9% | -67.0% | +47.8% |
| 5Y | +52.5% | +265.6% | -213.2% | +2.5% |
| All | +52.5% | +262.4% | -210.0% | +2.5% |
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