-45.8%
XE vs XPO
-18.7%
-27.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -8.1% |
| 7D | -11.4% | -1.3% | -10.1% | -11.2% |
| 30D | -23.0% | -10.4% | -12.6% | -22.0% |
| 3M | -12.1% | -15.7% | +3.6% | -12.1% |
| All | -45.8% | -18.7% | -27.1% | -44.9% |
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 · Available span rolling