-71.3%
QS vs XPO
+38.8%
-110.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +8.0% |
| 7D | +4.5% | +3.5% | +1.0% | +3.2% |
| 30D | -4.1% | +2.8% | -7.0% | -5.0% |
| 3M | -22.1% | -7.5% | -14.7% | -20.2% |
| 6M | -38.4% | -5.9% | -32.4% | -37.6% |
| YTD | -57.5% | +38.4% | -95.9% | -61.2% |
| 1Y | -71.3% | +33.7% | -105.0% | -73.7% |
| All | -71.3% | +38.8% | -110.1% | -73.7% |
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