-28.4%
QS vs XPO
+53.4%
-81.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -1.0% |
| 7D | -2.3% | +2.4% | -4.7% | -3.2% |
| 30D | -0.7% | -3.5% | +2.8% | +0.6% |
| 3M | -39.6% | -11.9% | -27.7% | -37.1% |
| 6M | -21.7% | -10.0% | -11.8% | -20.0% |
| YTD | -47.4% | +42.1% | -89.5% | -54.3% |
| 1Y | -28.4% | +47.6% | -76.0% | -35.8% |
| All | -28.4% | +53.4% | -81.8% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling