+91.7%
USB vs XPO
+1,334.3%
-1,242.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | 0.0% | -6.7% | +6.7% | +1.8% |
| 30D | +5.8% | -1.9% | +7.7% | +6.2% |
| 3M | -6.0% | -9.9% | +3.9% | -3.6% |
| 6M | +7.8% | -16.4% | +24.1% | +12.2% |
| YTD | +14.6% | +30.2% | -15.6% | +4.5% |
| 1Y | +31.8% | +29.9% | +1.9% | +20.0% |
| 3Y | +91.5% | +122.6% | -31.1% | +43.6% |
| 5Y | +22.0% | +278.9% | -256.8% | -25.5% |
| All | +91.7% | +1,334.3% | -1,242.6% | -21.9% |
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 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