-49.7%
NRG vs XPO
+38.8%
-88.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.6% | -11.9% | -13.1% |
| 7D | -13.7% | +3.5% | -17.2% | -14.3% |
| 30D | -13.6% | +2.8% | -16.4% | -14.1% |
| 3M | -28.5% | -7.5% | -21.0% | -27.3% |
| 6M | -45.8% | -5.9% | -39.8% | -45.3% |
| YTD | -46.9% | +38.4% | -85.3% | -51.0% |
| 1Y | -49.7% | +33.7% | -83.4% | -53.2% |
| All | -49.7% | +38.8% | -88.5% | -53.2% |
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 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