+1,464.0%
NRG vs XPO
+10,038.8%
-8,574.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | -0.2% | -1.3% | +1.2% | 0.0% |
| 30D | -6.8% | -10.4% | +3.6% | -5.5% |
| 3M | -7.1% | -15.7% | +8.6% | -5.3% |
| 6M | -27.6% | -6.3% | -21.2% | -27.2% |
| YTD | -29.2% | +34.2% | -63.4% | -32.1% |
| 1Y | -29.9% | +39.9% | -69.8% | -33.4% |
| 3Y | +198.7% | +155.2% | +43.4% | +161.2% |
| 5Y | +192.9% | +264.7% | -71.8% | +140.7% |
| 10Y | +1,084.1% | +1,500.1% | -415.9% | +729.2% |
| All | +1,464.0% | +10,038.8% | -8,574.8% | +853.8% |
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 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