-41.5%
QS vs XPO
+39.2%
-80.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | -5.0% | -1.3% | -3.6% | -4.5% |
| 30D | -18.3% | -10.4% | -7.9% | -15.3% |
| 3M | -26.0% | -15.7% | -10.3% | -22.1% |
| 6M | -24.0% | -6.3% | -17.7% | -23.3% |
| YTD | -50.3% | +34.2% | -84.5% | -54.6% |
| All | -41.5% | +39.2% | -80.6% | -44.3% |
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 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