+35.0%
XLB vs XPO
+262.4%
-227.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -3.4% | -8.1% | +4.7% | -1.7% |
| 3M | +1.6% | -19.0% | +20.6% | +6.0% |
| 6M | +3.6% | -5.2% | +8.8% | +4.1% |
| YTD | +14.2% | +35.6% | -21.3% | +5.5% |
| 1Y | +15.6% | +41.1% | -25.5% | +5.2% |
| 3Y | +33.1% | +157.9% | -124.8% | +0.2% |
| 5Y | +35.0% | +265.6% | -230.6% | -14.9% |
| All | +35.0% | +262.4% | -227.4% | -14.9% |
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 · 6 months rolling