+17.5%
P vs XPO
+38.8%
-21.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -4.7% |
| 7D | -19.4% | +3.5% | -22.9% | -19.9% |
| 30D | -22.3% | +2.8% | -25.2% | -22.9% |
| 3M | +33.2% | -7.5% | +40.7% | +35.4% |
| 6M | +53.6% | -5.9% | +59.6% | +55.8% |
| YTD | +66.8% | +38.4% | +28.4% | +69.4% |
| 1Y | +17.5% | +33.7% | -16.2% | +20.3% |
| All | +17.5% | +38.8% | -21.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling