-70.9%
S vs XPO
+273.1%
-344.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.5% |
| 7D | -13.4% | -6.7% | -6.8% | -10.8% |
| 30D | -14.0% | -1.9% | -12.1% | -13.4% |
| 3M | +4.9% | -9.9% | +14.7% | +9.3% |
| 6M | +42.0% | -16.4% | +58.4% | +51.6% |
| YTD | +45.1% | +30.2% | +14.9% | +22.4% |
| 1Y | +33.1% | +29.9% | +3.2% | +11.7% |
| 3Y | +40.6% | +122.6% | -82.0% | -19.0% |
| All | -70.9% | +273.1% | -344.1% | -88.6% |
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