-2.4%
U vs XPO
+38.9%
-41.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -4.1% | -10.4% | +6.3% | -2.7% |
| 3M | +57.8% | -15.7% | +73.5% | +61.5% |
| 6M | +103.5% | -6.3% | +109.9% | +103.3% |
| YTD | -4.8% | +34.2% | -38.9% | -8.4% |
| 1Y | -2.4% | +39.9% | -42.3% | -5.5% |
| All | -2.4% | +38.9% | -41.3% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling