+906.3%
XBI vs XPO
+18,190.1%
-17,283.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -5.7% | +1.0% | -3.6% |
| 30D | -2.0% | -12.8% | +10.8% | +0.5% |
| 3M | +17.8% | -20.0% | +37.8% | +22.4% |
| 6M | +23.7% | -6.0% | +29.8% | +24.4% |
| YTD | +28.2% | +34.0% | -5.8% | +19.8% |
| 1Y | +64.0% | +35.6% | +28.4% | +52.1% |
| 3Y | +99.4% | +152.3% | -52.9% | +59.1% |
| 5Y | +19.3% | +264.4% | -245.0% | -13.9% |
| 10Y | +158.7% | +1,498.6% | -1,339.9% | +41.9% |
| All | +906.3% | +18,190.1% | -17,283.8% | +372.1% |
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