+176.6%
P vs XPO
+122.0%
+54.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | -23.8% | -6.7% | -17.1% | -21.8% |
| 30D | -36.6% | -1.9% | -34.7% | -36.2% |
| 3M | +10.9% | -9.9% | +20.8% | +14.8% |
| 6M | +30.0% | -16.4% | +46.4% | +37.5% |
| YTD | +44.4% | +30.2% | +14.2% | +29.4% |
| 1Y | +3.9% | +29.9% | -25.9% | -7.6% |
| 3Y | +176.6% | +122.6% | +54.0% | +108.1% |
| All | +176.6% | +122.0% | +54.6% | +108.1% |
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 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