-41.7%
TECH vs XPO
+271.9%
-313.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +0.2% | +2.7% | -2.5% | -0.7% |
| 30D | +0.1% | -6.2% | +6.3% | +2.0% |
| 3M | +37.5% | -15.4% | +52.9% | +44.2% |
| 6M | +34.6% | +0.7% | +33.8% | +32.5% |
| YTD | +23.5% | +39.8% | -16.4% | +8.8% |
| 1Y | +34.4% | +43.3% | -8.9% | +16.6% |
| 3Y | +2.3% | +166.0% | -163.8% | -30.6% |
| 5Y | -41.7% | +274.2% | -315.9% | -68.5% |
| All | -41.7% | +271.9% | -313.7% | -68.5% |
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