+3.4%
NI vs XPO
+39.1%
-35.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | -5.7% | +5.7% | +0.3% |
| 30D | -1.4% | -12.8% | +11.4% | -0.8% |
| 3M | -10.6% | -20.0% | +9.4% | -9.8% |
| 6M | -9.3% | -6.0% | -3.3% | -9.2% |
| YTD | +1.1% | +34.0% | -32.9% | 0.0% |
| 1Y | +3.4% | +35.6% | -32.2% | +2.5% |
| All | +3.4% | +39.1% | -35.7% | +2.5% |
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