+133.1%
QSR vs XPO
+1,516.3%
-1,383.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.0% | -5.7% | +1.7% | -2.9% |
| 30D | +2.8% | -12.8% | +15.6% | +5.5% |
| 3M | +5.1% | -20.0% | +25.1% | +9.7% |
| 6M | +8.8% | -6.0% | +14.8% | +9.3% |
| YTD | +14.8% | +34.0% | -19.2% | +6.7% |
| 1Y | +25.7% | +35.6% | -9.8% | +15.8% |
| 3Y | +27.5% | +152.3% | -124.8% | -2.5% |
| 5Y | +41.3% | +264.4% | -223.1% | -5.9% |
| All | +133.1% | +1,516.3% | -1,383.2% | +13.5% |
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