+655.7%
XLB vs XPO
+10,300.9%
-9,645.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | +0.5% | +9.0% | -8.4% | -0.6% |
| 30D | +5.2% | +4.2% | +1.0% | +4.6% |
| 3M | +0.3% | -8.7% | +9.0% | +1.3% |
| 6M | +1.2% | -2.8% | +3.9% | +1.2% |
| YTD | +16.6% | +41.9% | -25.2% | +10.9% |
| 1Y | +21.4% | +42.3% | -20.9% | +15.3% |
| 3Y | +43.2% | +127.3% | -84.0% | +25.9% |
| 5Y | +28.0% | +306.4% | -278.3% | +2.6% |
| 10Y | +164.8% | +1,290.9% | -1,126.2% | +84.5% |
| All | +655.7% | +10,300.9% | -9,645.2% | +353.7% |
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