-62.1%
W vs XPO
+271.9%
-334.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.6% |
| 7D | +6.5% | +2.7% | +3.8% | +4.5% |
| 30D | -6.2% | -6.2% | 0.0% | -2.5% |
| 3M | +48.9% | -15.4% | +64.3% | +65.4% |
| 6M | +31.2% | +0.7% | +30.4% | +27.7% |
| YTD | -0.4% | +39.8% | -40.3% | -25.4% |
| 1Y | +14.8% | +43.3% | -28.5% | -17.5% |
| 3Y | +40.5% | +166.0% | -125.5% | -44.4% |
| 5Y | -62.1% | +274.2% | -336.3% | -91.3% |
| All | -62.1% | +271.9% | -334.1% | -91.3% |
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