+90.1%
RF vs XPO
+265.7%
-175.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.4% |
| 7D | +1.3% | +2.4% | -1.1% | +0.5% |
| 30D | -3.6% | -3.5% | -0.1% | -2.8% |
| 3M | +8.1% | -11.9% | +20.0% | +11.6% |
| 6M | +11.5% | -10.0% | +21.4% | +13.7% |
| YTD | +15.6% | +42.1% | -26.5% | +2.6% |
| 1Y | +15.7% | +47.6% | -31.9% | +0.8% |
| 3Y | +86.9% | +153.6% | -66.7% | +33.2% |
| All | +90.1% | +265.7% | -175.6% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling