+14.7%
S vs XPO
+159.4%
-144.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | -5.8% | +2.7% | -8.5% | -6.6% |
| 30D | -9.2% | -6.2% | -3.0% | -7.5% |
| 3M | +23.4% | -15.4% | +38.8% | +29.0% |
| 6M | +36.9% | +0.7% | +36.2% | +34.8% |
| YTD | +29.5% | +39.8% | -10.3% | +12.6% |
| 1Y | +5.4% | +43.3% | -37.9% | -9.9% |
| 3Y | +14.7% | +166.0% | -151.3% | -18.9% |
| All | +14.7% | +159.4% | -144.7% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling