+558.6%
QQQ vs XPO
+1,516.3%
-957.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -5.7% | +5.1% | +0.8% |
| 30D | -1.2% | -12.8% | +11.6% | +2.0% |
| 3M | -0.2% | -20.0% | +19.8% | +5.0% |
| 6M | +17.9% | -6.0% | +24.0% | +18.9% |
| YTD | +16.6% | +34.0% | -17.4% | +6.9% |
| 1Y | +23.0% | +35.6% | -12.6% | +11.5% |
| 3Y | +92.9% | +152.3% | -59.3% | +43.1% |
| 5Y | +95.6% | +264.4% | -168.8% | +25.2% |
| All | +558.6% | +1,516.3% | -957.7% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling