-39.0%
U vs XPO
+520.3%
-559.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -3.1% |
| 7D | -3.8% | +2.4% | -6.2% | -5.1% |
| 30D | +17.5% | -3.5% | +21.0% | +19.0% |
| 3M | +38.7% | -11.9% | +50.7% | +45.7% |
| 6M | +104.4% | -10.0% | +114.4% | +110.1% |
| YTD | -5.7% | +42.1% | -47.8% | -24.0% |
| 1Y | +3.7% | +47.6% | -43.9% | -19.6% |
| 3Y | +12.3% | +153.6% | -141.3% | -43.4% |
| 5Y | -68.8% | +266.5% | -335.3% | -90.1% |
| All | -39.0% | +520.3% | -559.3% | -81.1% |
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