-68.3%
U vs XPO
+262.4%
-330.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.1% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | -1.3% | -8.1% | +6.8% | +2.6% |
| 3M | +49.6% | -19.0% | +68.6% | +64.6% |
| 6M | +100.2% | -5.2% | +105.4% | +100.3% |
| YTD | -3.7% | +35.6% | -39.3% | -22.1% |
| 1Y | -6.5% | +41.1% | -47.6% | -27.6% |
| 3Y | +12.9% | +157.9% | -145.0% | -49.4% |
| 5Y | -68.3% | +265.6% | -333.9% | -90.9% |
| All | -68.3% | +262.4% | -330.7% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling