+84.9%
USB vs XPO
+1,356.2%
-1,271.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | -1.5% | +3.0% | +1.8% |
| 30D | +6.4% | +2.6% | +3.8% | +5.5% |
| 3M | -4.5% | -6.1% | +1.6% | -3.2% |
| 6M | +11.4% | -8.0% | +19.3% | +12.9% |
| YTD | +17.1% | +38.5% | -21.4% | +5.0% |
| 1Y | +32.6% | +35.0% | -2.4% | +19.5% |
| 3Y | +101.8% | +126.5% | -24.6% | +50.7% |
| 5Y | +25.1% | +315.4% | -290.3% | -25.6% |
| 10Y | +84.9% | +1,272.1% | -1,187.3% | -24.5% |
| All | +84.9% | +1,356.2% | -1,271.4% | -24.5% |
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