+16.1%
NXPI vs XPO
+262.4%
-246.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.9% |
| 7D | -2.3% | -0.9% | -1.3% | -2.0% |
| 30D | -4.3% | -8.1% | +3.8% | -1.3% |
| 3M | -24.7% | -19.0% | -5.6% | -18.5% |
| 6M | +9.7% | -5.2% | +14.9% | +11.1% |
| YTD | +3.8% | +35.6% | -31.8% | -9.8% |
| 1Y | +1.6% | +41.1% | -39.5% | -13.9% |
| 3Y | +16.0% | +157.9% | -141.9% | -27.4% |
| 5Y | +16.1% | +265.6% | -249.5% | -44.5% |
| All | +16.1% | +262.4% | -246.3% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling