+2,353.3%
QQQ vs XPO
+9,839.2%
-7,485.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -0.6% | -8.1% | +7.5% | +0.3% |
| 3M | +1.3% | -19.0% | +20.3% | +3.8% |
| 6M | +18.1% | -5.2% | +23.3% | +18.6% |
| YTD | +16.9% | +35.6% | -18.7% | +12.0% |
| 1Y | +24.0% | +41.1% | -17.1% | +17.9% |
| 3Y | +95.6% | +157.9% | -62.3% | +70.8% |
| 5Y | +94.5% | +265.6% | -171.1% | +60.3% |
| 10Y | +571.7% | +1,516.8% | -945.1% | +381.1% |
| All | +2,353.3% | +9,839.2% | -7,485.8% | +1,438.3% |
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 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