+469.1%
P vs XPO
+1,746.4%
-1,277.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 6M | +30.0% | -16.4% | +46.4% | +37.1% |
| YTD | +44.4% | +30.2% | +14.2% | +30.2% |
| 1Y | +3.9% | +29.9% | -25.9% | -6.9% |
| 3Y | +176.6% | +122.6% | +54.0% | +99.7% |
| 5Y | +249.3% | +278.9% | -29.6% | +98.8% |
| 10Y | +726.9% | +1,375.3% | -648.4% | +222.0% |
| All | +469.1% | +1,746.4% | -1,277.3% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling