+1,871.2%
TER vs XPO
+10,316.6%
-8,445.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.0% | +4.6% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | -8.3% | -3.5% | -4.7% | -7.5% |
| 3M | -12.2% | -11.9% | -0.3% | -9.7% |
| 6M | +17.1% | -10.0% | +27.0% | +20.4% |
| YTD | +84.7% | +42.1% | +42.6% | +73.5% |
| 1Y | +199.9% | +47.6% | +152.3% | +178.9% |
| 3Y | +232.8% | +153.6% | +79.2% | +174.6% |
| 5Y | +198.6% | +266.5% | -67.9% | +126.1% |
| 10Y | +1,669.7% | +1,460.4% | +209.3% | +984.7% |
| All | +1,871.2% | +10,316.6% | -8,445.4% | +856.6% |
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