+4,452.3%
NDAQ vs XPO
+10,316.6%
-5,864.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.3% | -2.3% |
| 7D | -2.4% | +2.4% | -4.9% | -2.7% |
| 30D | +2.5% | -3.5% | +6.0% | +2.8% |
| 3M | +9.9% | -11.9% | +21.9% | +11.2% |
| 6M | +9.4% | -10.0% | +19.4% | +10.2% |
| YTD | +0.4% | +42.1% | -41.7% | -3.7% |
| 1Y | +4.0% | +47.6% | -43.6% | -0.9% |
| 3Y | +94.4% | +153.6% | -59.2% | +73.0% |
| 5Y | +56.7% | +266.5% | -209.8% | +32.0% |
| 10Y | +375.3% | +1,460.4% | -1,085.2% | +251.3% |
| All | +4,452.3% | +10,316.6% | -5,864.3% | +2,821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling