+27.4%
USFR vs XPO
+2,225.4%
-2,198.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | 0.0% |
| 7D | +0.1% | +2.4% | -2.3% | +0.1% |
| 30D | +0.3% | -3.5% | +3.8% | +0.3% |
| 3M | +1.0% | -11.9% | +12.9% | +1.0% |
| 6M | +1.9% | -10.0% | +11.9% | +1.9% |
| YTD | +2.6% | +42.1% | -39.5% | +2.6% |
| 1Y | +4.0% | +47.6% | -43.6% | +4.0% |
| 3Y | +14.1% | +153.6% | -139.5% | +14.0% |
| 5Y | +20.4% | +266.5% | -246.1% | +20.2% |
| 10Y | +28.0% | +1,460.4% | -1,432.4% | +27.4% |
| All | +27.4% | +2,225.4% | -2,198.0% | +27.0% |
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