+443.3%
USB vs XPO
+10,316.6%
-9,873.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -0.9% |
| 7D | +1.4% | +2.4% | -1.0% | +1.1% |
| 30D | -1.3% | -3.5% | +2.2% | -0.9% |
| 3M | +15.2% | -11.9% | +27.2% | +17.0% |
| 6M | +18.8% | -10.0% | +28.8% | +20.0% |
| YTD | +21.0% | +42.1% | -21.1% | +14.6% |
| 1Y | +34.0% | +47.6% | -13.6% | +25.9% |
| 3Y | +95.3% | +153.6% | -58.3% | +68.3% |
| 5Y | +40.4% | +266.5% | -226.1% | +12.8% |
| 10Y | +107.3% | +1,460.4% | -1,353.1% | +41.6% |
| All | +443.3% | +10,316.6% | -9,873.3% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling