+72.3%
XLC vs XPO
+159.4%
-87.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +0.6% | +2.7% | -2.1% | +0.2% |
| 30D | +0.2% | -6.2% | +6.4% | +1.1% |
| 3M | +0.6% | -15.4% | +16.0% | +3.0% |
| 6M | -4.5% | +0.7% | -5.3% | -5.2% |
| YTD | -4.7% | +39.8% | -44.6% | -11.0% |
| 1Y | -1.7% | +43.3% | -45.0% | -8.9% |
| 3Y | +72.3% | +166.0% | -93.8% | +36.3% |
| All | +72.3% | +159.4% | -87.2% | +36.3% |
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