+652.6%
P vs XPO
+1,356.2%
-703.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -13.3% | -1.5% | -11.8% | -12.5% |
| 30D | -34.0% | +2.6% | -36.6% | -34.6% |
| 3M | +4.1% | -6.1% | +10.2% | +6.3% |
| 6M | +30.5% | -8.0% | +38.4% | +33.7% |
| YTD | +52.2% | +38.5% | +13.7% | +33.1% |
| 1Y | +10.3% | +35.0% | -24.7% | -3.4% |
| 3Y | +180.9% | +126.5% | +54.4% | +95.4% |
| 5Y | +259.7% | +315.4% | -55.7% | +86.8% |
| 10Y | +652.6% | +1,272.1% | -619.5% | +194.9% |
| All | +652.6% | +1,356.2% | -703.6% | +194.9% |
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 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