+207.3%
NXT vs XPO
+328.6%
-121.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | -6.0% | +6.9% | -12.9% | -7.4% |
| 30D | +5.4% | +4.1% | +1.3% | +4.4% |
| 3M | -9.7% | -9.7% | 0.0% | -7.9% |
| 6M | -25.3% | -3.8% | -21.6% | -24.9% |
| YTD | +7.5% | +38.8% | -31.3% | +1.1% |
| 1Y | -3.0% | +34.2% | -37.2% | -8.3% |
| 3Y | +171.4% | +126.9% | +44.5% | +123.6% |
| All | +207.3% | +328.6% | -121.3% | +119.0% |
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 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