+1,258.2%
TER vs XPO
+10,043.1%
-8,784.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.3% | +6.5% | +11.4% |
| 7D | -5.8% | -1.9% | -3.8% | -5.1% |
| 30D | -38.9% | +2.5% | -41.4% | -39.1% |
| 3M | -35.1% | -7.2% | -27.9% | -33.9% |
| 6M | -31.6% | -8.1% | -23.5% | -30.1% |
| YTD | +27.2% | +38.3% | -11.1% | +20.4% |
| 1Y | +35.2% | +33.6% | +1.6% | +28.7% |
| 3Y | +192.8% | +133.1% | +59.7% | +146.7% |
| 5Y | +72.4% | +308.9% | -236.5% | +28.8% |
| 10Y | +1,001.8% | +1,371.8% | -369.9% | +582.8% |
| All | +1,258.2% | +10,043.1% | -8,784.9% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling