+995.4%
TER vs XPO
+1,266.4%
-271.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -6.4% |
| 7D | +14.4% | +9.0% | +5.4% | +10.3% |
| 30D | -30.6% | +4.2% | -34.7% | -31.6% |
| 3M | -39.2% | -8.7% | -30.5% | -36.6% |
| 6M | -31.3% | -2.8% | -28.5% | -30.1% |
| YTD | +29.1% | +41.9% | -12.8% | +13.1% |
| 1Y | +47.4% | +42.3% | +5.1% | +28.5% |
| 3Y | +191.2% | +127.3% | +64.0% | +98.2% |
| 5Y | +74.0% | +306.4% | -232.4% | -12.9% |
| All | +995.4% | +1,266.4% | -271.0% | +248.2% |
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