+649.0%
P vs XPO
+1,236.5%
-587.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +17.8% | +6.9% | +11.0% | +15.1% |
| 30D | -29.9% | +4.1% | -34.0% | -30.8% |
| 3M | -1.2% | -9.7% | +8.6% | +2.3% |
| 6M | +32.1% | -3.8% | +35.9% | +33.3% |
| YTD | +64.3% | +38.8% | +25.5% | +43.6% |
| 1Y | +24.3% | +34.2% | -9.9% | +9.1% |
| 3Y | +203.2% | +126.9% | +76.3% | +110.9% |
| 5Y | +290.4% | +297.5% | -7.1% | +106.4% |
| All | +649.0% | +1,236.5% | -587.5% | +200.1% |
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