+32.0%
XEL vs XPO
+261.3%
-229.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -5.7% | +5.4% | -0.1% |
| 30D | -3.9% | -12.8% | +8.9% | -3.4% |
| 3M | -2.8% | -20.0% | +17.2% | -2.0% |
| 6M | -5.4% | -6.0% | +0.7% | -5.2% |
| YTD | +3.8% | +34.0% | -30.3% | +2.4% |
| 1Y | +6.8% | +35.6% | -28.7% | +5.3% |
| 3Y | +45.6% | +152.3% | -106.7% | +36.3% |
| All | +32.0% | +261.3% | -229.3% | +15.5% |
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 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