+1,144.4%
NI vs XPO
+10,152.6%
-9,008.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | +2.3% | +2.7% | -0.4% | +2.1% |
| 30D | -1.7% | -6.2% | +4.5% | -1.4% |
| 3M | -8.0% | -15.4% | +7.4% | -7.3% |
| 6M | -8.6% | +0.7% | -9.4% | -8.8% |
| YTD | +2.3% | +39.8% | -37.5% | +0.2% |
| 1Y | +6.9% | +43.3% | -36.4% | +4.5% |
| 3Y | +70.6% | +166.0% | -95.5% | +59.6% |
| 5Y | +96.4% | +274.2% | -177.8% | +78.2% |
| 10Y | +136.1% | +1,429.0% | -1,292.9% | +99.8% |
| All | +1,144.4% | +10,152.6% | -9,008.2% | +903.2% |
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