+64.3%
T vs XPO
+1,534.7%
-1,470.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | +4.6% | -8.1% | +12.7% | +5.4% |
| 3M | +12.2% | -19.0% | +31.3% | +14.5% |
| 6M | -6.5% | -5.2% | -1.3% | -6.4% |
| YTD | +4.9% | +35.6% | -30.7% | +0.5% |
| 1Y | -10.5% | +41.1% | -51.6% | -14.9% |
| 3Y | +104.6% | +157.9% | -53.3% | +73.0% |
| 5Y | +64.2% | +265.6% | -201.4% | +27.6% |
| All | +64.3% | +1,534.7% | -1,470.4% | +3.2% |
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