+29.1%
Q vs XPO
+48.3%
-19.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | +11.5% | +6.9% | +4.6% | +8.4% |
| 30D | -0.2% | +4.1% | -4.3% | -2.1% |
| 3M | -13.6% | -9.7% | -3.9% | -9.9% |
| 6M | -27.0% | -3.8% | -23.3% | -26.3% |
| YTD | +50.5% | +38.8% | +11.8% | +34.4% |
| 1Y | +33.8% | +34.2% | -0.5% | +19.4% |
| All | +29.1% | +48.3% | -19.2% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling