+1,055.2%
XEL vs XPO
+9,839.2%
-8,784.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | -0.9% | -8.1% | +7.2% | -0.6% |
| 3M | -1.4% | -19.0% | +17.6% | -0.8% |
| 6M | -5.8% | -5.2% | -0.6% | -5.7% |
| YTD | +4.7% | +35.6% | -30.9% | +3.4% |
| 1Y | +9.1% | +41.1% | -32.0% | +7.5% |
| 3Y | +47.8% | +157.9% | -110.1% | +41.4% |
| 5Y | +29.0% | +265.6% | -236.6% | +20.7% |
| 10Y | +154.0% | +1,516.8% | -1,362.8% | +126.1% |
| All | +1,055.2% | +9,839.2% | -8,784.0% | +876.5% |
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 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