+155.4%
P vs XPO
+165.6%
-10.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | -0.1% |
| 7D | +6.5% | +2.4% | +4.1% | +5.6% |
| 30D | +18.8% | -3.5% | +22.4% | +20.2% |
| 3M | +26.7% | -11.9% | +38.7% | +31.8% |
| 6M | +62.2% | -10.0% | +72.1% | +66.2% |
| YTD | +48.5% | +42.1% | +6.4% | +30.1% |
| 1Y | +26.4% | +47.6% | -21.2% | +7.8% |
| All | +155.4% | +165.6% | -10.2% | +88.9% |
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 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