+1,381.0%
NET vs XPO
+615.8%
+765.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -16.4% | +3.5% | -19.9% | -17.5% |
| 30D | -25.8% | +2.8% | -28.7% | -26.8% |
| 3M | -11.5% | -7.5% | -4.0% | -9.5% |
| 6M | +18.9% | -5.9% | +24.9% | +20.7% |
| YTD | +35.2% | +38.4% | -3.2% | +16.6% |
| 1Y | +14.5% | +33.7% | -19.2% | -0.3% |
| 3Y | +313.8% | +136.5% | +177.4% | +175.8% |
| 5Y | +32.6% | +285.6% | -253.0% | -33.0% |
| All | +1,381.0% | +615.8% | +765.2% | +632.7% |
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 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