-22.7%
U vs XPO
+519.4%
-542.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.2% |
| 7D | +2.6% | +9.0% | -6.4% | -1.5% |
| 30D | +27.6% | +4.2% | +23.4% | +24.2% |
| 3M | +15.3% | -8.7% | +24.0% | +18.8% |
| 6M | +96.4% | -2.8% | +99.2% | +94.6% |
| YTD | +19.6% | +41.9% | -22.3% | -4.6% |
| 1Y | +42.1% | +42.3% | -0.2% | +12.4% |
| 3Y | +87.5% | +127.3% | -39.7% | +1.4% |
| 5Y | -73.1% | +306.4% | -379.5% | -91.7% |
| All | -22.7% | +519.4% | -542.1% | -76.3% |
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