+104.2%
RF vs XPO
+9,445.4%
-9,341.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -0.9% | -6.7% | +5.7% | +0.4% |
| 30D | +6.0% | -1.9% | +7.9% | +6.3% |
| 3M | -8.9% | -9.9% | +1.0% | -7.3% |
| 6M | +2.3% | -16.4% | +18.7% | +5.4% |
| YTD | +7.6% | +30.2% | -22.6% | +1.2% |
| 1Y | +21.2% | +29.9% | -8.7% | +13.9% |
| 3Y | +108.5% | +122.6% | -14.1% | +72.9% |
| 5Y | +43.2% | +278.9% | -235.7% | +4.4% |
| 10Y | +288.1% | +1,375.3% | -1,087.2% | +129.0% |
| All | +104.2% | +9,445.4% | -9,341.2% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling