+428.1%
USB vs XPO
+10,044.7%
-9,616.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +2.4% | +3.5% | -1.1% | +1.9% |
| 30D | +6.6% | +2.8% | +3.7% | +6.1% |
| 3M | -4.1% | -7.5% | +3.4% | -3.2% |
| 6M | +12.5% | -5.9% | +18.4% | +13.0% |
| YTD | +17.6% | +38.4% | -20.7% | +11.7% |
| 1Y | +36.5% | +33.7% | +2.8% | +30.1% |
| 3Y | +95.4% | +136.5% | -41.1% | +70.0% |
| 5Y | +26.1% | +285.6% | -259.4% | +0.9% |
| 10Y | +101.3% | +1,467.9% | -1,366.7% | +37.6% |
| All | +428.1% | +10,044.7% | -9,616.6% | +215.7% |
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