+177.4%
NXT vs XPO
+338.9%
-161.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | +0.3% |
| 7D | -1.1% | +2.4% | -3.5% | -1.7% |
| 30D | -15.3% | -3.5% | -11.8% | -14.7% |
| 3M | -43.8% | -11.9% | -31.9% | -42.4% |
| 6M | -18.7% | -10.0% | -8.7% | -17.3% |
| YTD | -3.0% | +42.1% | -45.1% | -9.1% |
| 1Y | +22.7% | +47.6% | -24.9% | +13.8% |
| 3Y | +95.9% | +153.6% | -57.7% | +59.0% |
| All | +177.4% | +338.9% | -161.5% | +96.9% |
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