+1,065.2%
NRG vs XPO
+1,516.3%
-451.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.7% | -5.7% | +1.0% | -3.3% |
| 30D | -6.0% | -12.8% | +6.8% | -2.9% |
| 3M | -8.0% | -20.0% | +12.0% | -3.4% |
| 6M | -23.2% | -6.0% | -17.1% | -22.6% |
| YTD | -28.1% | +34.0% | -62.1% | -33.6% |
| 1Y | -27.3% | +35.6% | -62.8% | -33.6% |
| 3Y | +208.7% | +152.3% | +56.4% | +138.0% |
| 5Y | +197.7% | +264.4% | -66.7% | +102.1% |
| All | +1,065.2% | +1,516.3% | -451.1% | +448.8% |
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