-61.4%
NVD vs XPO
+53.4%
-114.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -0.2% |
| 7D | -11.1% | +2.4% | -13.5% | -10.4% |
| 30D | -13.3% | -3.5% | -9.7% | -13.8% |
| 3M | -19.8% | -11.9% | -7.9% | -21.7% |
| 6M | -48.8% | -10.0% | -38.8% | -48.4% |
| YTD | -49.7% | +42.1% | -91.7% | -50.2% |
| 1Y | -61.4% | +47.6% | -109.0% | -63.0% |
| All | -61.4% | +53.4% | -114.8% | -63.0% |
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