+98.3%
USB vs XPO
+155.9%
-57.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -1.3% |
| 7D | +1.4% | +2.4% | -1.0% | +0.8% |
| 30D | -1.3% | -3.5% | +2.2% | -0.6% |
| 3M | +15.2% | -11.9% | +27.2% | +18.4% |
| 6M | +18.8% | -10.0% | +28.8% | +20.8% |
| YTD | +21.0% | +42.1% | -21.1% | +9.1% |
| 1Y | +34.0% | +47.6% | -13.6% | +18.9% |
| All | +98.3% | +155.9% | -57.6% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling