+655.3%
XLB vs XPO
+10,316.6%
-9,661.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.9% |
| 7D | -1.4% | +2.4% | -3.8% | -1.7% |
| 30D | -0.4% | -3.5% | +3.2% | 0.0% |
| 3M | +2.0% | -11.9% | +13.9% | +3.4% |
| 6M | +1.8% | -10.0% | +11.8% | +2.8% |
| YTD | +16.6% | +42.1% | -25.5% | +10.9% |
| 1Y | +16.9% | +47.6% | -30.7% | +10.3% |
| 3Y | +32.6% | +153.6% | -121.0% | +14.8% |
| 5Y | +35.6% | +266.5% | -230.9% | +9.9% |
| 10Y | +160.0% | +1,460.4% | -1,300.4% | +79.8% |
| All | +655.3% | +10,316.6% | -9,661.3% | +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