-44.9%
S vs XPO
+287.3%
-332.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.4% | -1.5% | +2.9% | +2.2% |
| 30D | -10.8% | +2.6% | -13.4% | -11.9% |
| 3M | +5.4% | -6.1% | +11.5% | +8.0% |
| 6M | +41.2% | -8.0% | +49.2% | +44.8% |
| YTD | +56.2% | +38.5% | +17.7% | +29.2% |
| 1Y | +36.3% | +35.0% | +1.3% | +13.4% |
| 3Y | +49.4% | +126.5% | -77.0% | -11.9% |
| 5Y | -66.9% | +315.4% | -382.3% | -87.6% |
| All | -44.9% | +287.3% | -332.2% | -78.8% |
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 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