+336.7%
RF vs XPO
+1,450.2%
-1,113.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | +2.7% | +2.7% | 0.0% | +1.6% |
| 30D | -3.4% | -6.2% | +2.8% | -1.3% |
| 3M | +6.4% | -15.4% | +21.8% | +12.3% |
| 6M | +13.4% | +0.7% | +12.7% | +11.7% |
| YTD | +14.2% | +39.8% | -25.6% | -1.3% |
| 1Y | +15.7% | +43.3% | -27.6% | -1.9% |
| 3Y | +91.3% | +166.0% | -74.7% | +19.8% |
| 5Y | +89.8% | +274.2% | -184.4% | -3.6% |
| 10Y | +336.7% | +1,429.0% | -1,092.4% | +18.0% |
| All | +336.7% | +1,450.2% | -1,113.5% | +18.0% |
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