+200.5%
P vs XPO
+133.2%
+67.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.2% | -2.7% |
| 7D | +11.6% | +9.0% | +2.7% | +8.4% |
| 30D | -23.7% | +4.2% | -27.8% | -24.7% |
| 3M | -8.0% | -8.7% | +0.7% | -5.2% |
| 6M | +27.9% | -2.8% | +30.7% | +28.6% |
| YTD | +61.2% | +41.9% | +19.3% | +40.2% |
| 1Y | +28.6% | +42.3% | -13.7% | +10.9% |
| 3Y | +200.5% | +127.3% | +73.2% | +123.1% |
| All | +200.5% | +133.2% | +67.2% | +123.1% |
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