+43.2%
TER vs XPO
+38.8%
+4.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -5.7% |
| 7D | -19.9% | +3.5% | -23.4% | -22.0% |
| 30D | -43.5% | +2.8% | -46.4% | -44.9% |
| 3M | -37.8% | -7.5% | -30.3% | -34.3% |
| 6M | -25.6% | -5.9% | -19.6% | -22.4% |
| YTD | +29.8% | +38.4% | -8.5% | +18.4% |
| 1Y | +43.2% | +33.7% | +9.5% | +31.4% |
| All | +43.2% | +38.8% | +4.4% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling