-27.5%
TER vs XPO
-7.6%
-19.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +7.9% |
| 7D | +5.9% | +0.5% | +5.4% | +5.9% |
| 30D | -30.8% | +4.7% | -35.5% | -33.2% |
| 3M | -29.9% | -7.1% | -22.9% | -24.9% |
| 6M | -27.5% | -6.3% | -21.2% | -23.8% |
| All | -27.5% | -7.6% | -19.9% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling