+481.9%
NYT vs XPO
+1,516.3%
-1,034.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -5.7% | +5.1% | +0.5% |
| 30D | +4.6% | -12.8% | +17.4% | +7.2% |
| 3M | -9.6% | -20.0% | +10.4% | -6.0% |
| 6M | -14.0% | -6.0% | -8.0% | -13.8% |
| YTD | -2.8% | +34.0% | -36.9% | -10.0% |
| 1Y | +15.6% | +35.6% | -20.0% | +6.2% |
| 3Y | +56.3% | +152.3% | -96.0% | +18.7% |
| 5Y | +39.5% | +264.4% | -224.9% | -7.4% |
| All | +481.9% | +1,516.3% | -1,034.4% | +170.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling