-23.8%
QS vs XPO
+151.0%
-174.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.6% | -5.7% | +2.0% | -1.8% |
| 30D | -17.2% | -12.8% | -4.4% | -13.5% |
| 3M | -27.0% | -20.0% | -7.0% | -21.8% |
| 6M | -24.6% | -6.0% | -18.5% | -23.6% |
| YTD | -49.3% | +34.0% | -83.4% | -54.4% |
| 1Y | -40.3% | +35.6% | -75.9% | -46.7% |
| 3Y | -23.8% | +152.3% | -176.1% | -44.1% |
| All | -23.8% | +151.0% | -174.8% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling