+6.7%
NI vs XPO
+53.4%
-46.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -0.9% |
| 7D | +2.0% | +2.4% | -0.4% | +1.9% |
| 30D | -3.5% | -3.5% | 0.0% | -3.4% |
| 3M | -9.1% | -11.9% | +2.8% | -8.7% |
| 6M | -11.8% | -10.0% | -1.9% | -11.6% |
| YTD | +1.1% | +42.1% | -41.0% | -0.3% |
| 1Y | +6.7% | +47.6% | -40.9% | +5.5% |
| All | +6.7% | +53.4% | -46.7% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling