+152.3%
W vs XPO
+1,517.7%
-1,365.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.1% |
| 7D | +0.5% | -1.3% | +1.8% | +1.2% |
| 30D | -5.6% | -10.4% | +4.8% | +0.2% |
| 3M | +41.9% | -15.7% | +57.6% | +55.4% |
| 6M | +30.2% | -6.3% | +36.6% | +33.4% |
| YTD | -2.9% | +34.2% | -37.1% | -21.1% |
| 1Y | +11.6% | +39.9% | -28.4% | -13.0% |
| 3Y | +37.0% | +155.2% | -118.3% | -28.6% |
| 5Y | -62.8% | +264.7% | -327.5% | -84.8% |
| All | +152.3% | +1,517.7% | -1,365.4% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling