+28.5%
USFR vs XPO
+2,221.9%
-2,193.4%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.1% | +9.0% | -8.9% | +0.1% |
| 30D | +0.4% | +4.2% | -3.8% | +0.4% |
| 3M | +1.1% | -8.7% | +9.7% | +1.1% |
| 6M | +2.0% | -2.8% | +4.8% | +2.0% |
| YTD | +3.5% | +41.9% | -38.4% | +3.4% |
| 1Y | +4.1% | +42.3% | -38.2% | +4.1% |
| 3Y | +14.4% | +127.3% | -112.9% | +14.3% |
| 5Y | +21.4% | +306.4% | -285.0% | +21.2% |
| 10Y | +28.6% | +1,290.9% | -1,262.4% | +28.0% |
| All | +28.5% | +2,221.9% | -2,193.4% | +28.0% |
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