+92.5%
USB vs XPO
+121.4%
-28.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -0.6% |
| 7D | -1.5% | -3.6% | +2.1% | -0.7% |
| 30D | +4.3% | -3.8% | +8.1% | +5.1% |
| 3M | -6.1% | -11.8% | +5.8% | -3.5% |
| 6M | +9.4% | -15.0% | +24.4% | +12.9% |
| YTD | +15.2% | +29.9% | -14.7% | +5.8% |
| 1Y | +32.8% | +27.6% | +5.2% | +22.3% |
| All | +92.5% | +121.4% | -28.9% | +58.8% |
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