+95.7%
NTR vs XPO
+475.9%
-380.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | +0.5% | -0.9% | +1.5% | +0.7% |
| 30D | +21.7% | -8.1% | +29.8% | +23.5% |
| 3M | +22.8% | -19.0% | +41.8% | +27.4% |
| 6M | +8.2% | -5.2% | +13.4% | +8.3% |
| YTD | +32.9% | +35.6% | -2.6% | +22.6% |
| 1Y | +45.3% | +41.1% | +4.2% | +32.1% |
| 3Y | +41.7% | +157.9% | -116.2% | +6.0% |
| 5Y | +49.8% | +265.6% | -215.8% | -2.5% |
| All | +95.7% | +475.9% | -380.3% | +5.3% |
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