+20.4%
USFR vs XPO
+262.4%
-242.0%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +0.3% | -8.1% | +8.4% | +0.3% |
| 3M | +1.0% | -19.0% | +20.0% | +1.0% |
| 6M | +1.9% | -5.2% | +7.1% | +1.9% |
| YTD | +2.7% | +35.6% | -32.9% | +2.6% |
| 1Y | +4.0% | +41.1% | -37.1% | +4.0% |
| 3Y | +14.0% | +157.9% | -143.9% | +14.0% |
| 5Y | +20.4% | +265.6% | -245.2% | +20.4% |
| All | +20.4% | +262.4% | -242.0% | +20.4% |
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