-47.7%
QS vs XPO
+534.0%
-581.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.3% |
| 7D | -5.0% | -1.3% | -3.6% | -4.4% |
| 30D | -18.3% | -10.4% | -7.9% | -14.4% |
| 3M | -26.0% | -15.7% | -10.3% | -20.8% |
| 6M | -24.0% | -6.3% | -17.7% | -22.8% |
| YTD | -50.3% | +34.2% | -84.5% | -57.3% |
| 1Y | -38.0% | +39.9% | -77.9% | -48.1% |
| 3Y | -24.6% | +155.2% | -179.8% | -57.3% |
| 5Y | -75.4% | +264.7% | -340.1% | -90.5% |
| All | -47.7% | +534.0% | -581.7% | -62.8% |
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 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