+41.2%
USB vs XPO
+265.7%
-224.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 6M | +18.8% | -10.0% | +28.8% | +20.7% |
| YTD | +21.0% | +42.1% | -21.1% | +9.6% |
| 1Y | +34.0% | +47.6% | -13.6% | +19.5% |
| 3Y | +95.3% | +153.6% | -58.3% | +48.8% |
| All | +41.2% | +265.7% | -224.6% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling