+108.7%
USB vs XPO
+1,453.5%
-1,344.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -1.5% |
| 7D | +1.4% | +2.4% | -1.0% | +0.7% |
| 30D | -1.3% | -3.5% | +2.2% | -0.5% |
| 3M | +15.2% | -11.9% | +27.2% | +18.7% |
| 6M | +18.8% | -10.0% | +28.8% | +21.0% |
| YTD | +21.0% | +42.1% | -21.1% | +8.1% |
| 1Y | +34.0% | +47.6% | -13.6% | +17.6% |
| 3Y | +95.3% | +153.6% | -58.3% | +41.2% |
| 5Y | +40.4% | +266.5% | -226.1% | -13.1% |
| All | +108.7% | +1,453.5% | -1,344.8% | -16.5% |
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