+92.7%
NXT vs XPO
+153.8%
-61.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -3.0% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | -20.0% | -8.1% | -11.9% | -18.5% |
| 3M | -30.9% | -19.0% | -11.9% | -27.9% |
| 6M | -23.8% | -5.2% | -18.6% | -23.2% |
| YTD | -5.4% | +35.6% | -41.0% | -10.5% |
| 1Y | +28.0% | +41.1% | -13.1% | +19.9% |
| All | +92.7% | +153.8% | -61.1% | +57.5% |
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 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