-38.4%
U vs XPO
+485.7%
-524.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.5% |
| 30D | -4.1% | -10.4% | +6.3% | +0.6% |
| 3M | +57.8% | -15.7% | +73.5% | +69.0% |
| 6M | +103.5% | -6.3% | +109.9% | +105.0% |
| YTD | -4.8% | +34.2% | -38.9% | -21.2% |
| 1Y | -2.4% | +39.9% | -42.3% | -22.5% |
| 3Y | +11.7% | +155.2% | -143.6% | -44.5% |
| 5Y | -68.9% | +264.7% | -333.5% | -89.9% |
| All | -38.4% | +485.7% | -524.2% | -80.5% |
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