-54.3%
S vs XPO
+279.2%
-333.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +1.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | -12.6% | -8.1% | -4.5% | -9.4% |
| 3M | +27.6% | -19.0% | +46.6% | +38.6% |
| 6M | +35.5% | -5.2% | +40.7% | +36.0% |
| YTD | +29.6% | +35.6% | -6.0% | +8.3% |
| 1Y | +8.1% | +41.1% | -33.0% | -12.4% |
| 3Y | +14.8% | +157.9% | -143.2% | -37.7% |
| 5Y | -70.6% | +265.6% | -336.2% | -88.7% |
| All | -54.3% | +279.2% | -333.4% | -82.2% |
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