+986.7%
TER vs XPO
+1,283.6%
-296.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.9% | -1.5% | -7.4% | -7.8% |
| 30D | -39.1% | +2.6% | -41.6% | -39.5% |
| 3M | -32.8% | -6.1% | -26.6% | -30.6% |
| 6M | -31.7% | -8.0% | -23.8% | -28.9% |
| YTD | +26.9% | +38.5% | -11.5% | +12.5% |
| 1Y | +33.6% | +35.0% | -1.4% | +19.1% |
| 3Y | +181.5% | +126.5% | +55.1% | +92.0% |
| 5Y | +76.1% | +315.4% | -239.3% | -12.5% |
| All | +986.7% | +1,283.6% | -296.9% | +246.3% |
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