+91.3%
QQQ vs XPO
+151.2%
-59.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | -1.3% | -1.3% | +0.1% | -1.0% |
| 30D | -1.4% | -10.4% | +9.0% | +0.8% |
| 3M | +2.3% | -15.7% | +18.0% | +5.6% |
| 6M | +16.9% | -6.3% | +23.2% | +17.7% |
| YTD | +15.6% | +34.2% | -18.5% | +7.4% |
| 1Y | +22.6% | +39.9% | -17.3% | +12.1% |
| All | +91.3% | +151.2% | -59.9% | +52.3% |
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