+140.2%
NI vs XPO
+1,516.3%
-1,376.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | -5.7% | +5.7% | +0.7% |
| 30D | -1.4% | -12.8% | +11.4% | 0.0% |
| 3M | -10.6% | -20.0% | +9.4% | -8.6% |
| 6M | -9.3% | -6.0% | -3.3% | -9.1% |
| YTD | +1.1% | +34.0% | -32.9% | -2.8% |
| 1Y | +3.4% | +35.6% | -32.2% | -1.1% |
| 3Y | +67.9% | +152.3% | -84.4% | +45.0% |
| 5Y | +98.0% | +264.4% | -166.4% | +58.2% |
| All | +140.2% | +1,516.3% | -1,376.1% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling