+417.0%
USB vs XPO
+9,420.0%
-9,003.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -1.3% |
| 7D | -1.5% | -3.6% | +2.1% | -1.0% |
| 30D | +4.3% | -3.8% | +8.1% | +4.8% |
| 3M | -6.1% | -11.8% | +5.8% | -4.6% |
| 6M | +9.4% | -15.0% | +24.4% | +11.4% |
| YTD | +15.2% | +29.9% | -14.7% | +10.3% |
| 1Y | +32.8% | +27.6% | +5.2% | +27.4% |
| 3Y | +91.3% | +121.9% | -30.6% | +67.9% |
| 5Y | +22.7% | +277.9% | -255.2% | -1.6% |
| 10Y | +97.0% | +1,371.4% | -1,274.3% | +35.9% |
| All | +417.0% | +9,420.0% | -9,003.0% | +211.8% |
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 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