+56.3%
NYT vs XPO
+151.0%
-94.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -5.7% | +5.1% | -0.2% |
| 30D | +4.6% | -12.8% | +17.4% | +5.5% |
| 3M | -9.6% | -20.0% | +10.4% | -8.3% |
| 6M | -14.0% | -6.0% | -8.0% | -13.9% |
| YTD | -2.8% | +34.0% | -36.9% | -5.9% |
| 1Y | +15.6% | +35.6% | -20.0% | +11.6% |
| 3Y | +56.3% | +152.3% | -96.0% | +39.2% |
| All | +56.3% | +151.0% | -94.7% | +39.2% |
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