+112.5%
NET vs XPO
+265.7%
-153.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -4.2% |
| 7D | -7.0% | +2.4% | -9.4% | -8.1% |
| 30D | -4.8% | -3.5% | -1.3% | -3.0% |
| 3M | +3.8% | -11.9% | +15.8% | +10.0% |
| 6M | +50.0% | -10.0% | +60.0% | +55.4% |
| YTD | +41.5% | +42.1% | -0.6% | +13.4% |
| 1Y | +32.8% | +47.6% | -14.8% | +2.9% |
| 3Y | +335.9% | +153.6% | +182.3% | +114.1% |
| All | +112.5% | +265.7% | -153.3% | -29.7% |
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 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