+45.4%
XLB vs XPO
+128.6%
-83.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +7.2% | +4.7% | +2.5% | +6.3% |
| 3M | 0.0% | -7.1% | +7.1% | +1.2% |
| 6M | +2.3% | -6.3% | +8.6% | +3.0% |
| YTD | +18.4% | +39.1% | -20.6% | +10.2% |
| 1Y | +23.3% | +36.7% | -13.4% | +15.0% |
| All | +45.4% | +128.6% | -83.2% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling