+167.2%
NTRS vs XPO
+151.0%
+16.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.4% | -5.7% | +7.0% | +2.8% |
| 30D | -0.7% | -12.8% | +12.2% | +2.6% |
| 3M | +11.3% | -20.0% | +31.3% | +17.1% |
| 6M | +35.5% | -6.0% | +41.6% | +36.5% |
| YTD | +40.6% | +34.0% | +6.5% | +28.9% |
| 1Y | +49.2% | +35.6% | +13.7% | +35.8% |
| 3Y | +167.2% | +152.3% | +14.9% | +104.6% |
| All | +167.2% | +151.0% | +16.3% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling