+64.7%
XLC vs XPO
+133.2%
-68.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.7% |
| 7D | +3.7% | +9.0% | -5.2% | +2.5% |
| 30D | -1.9% | +4.2% | -6.1% | -2.6% |
| 3M | -3.1% | -8.7% | +5.5% | -2.0% |
| 6M | -6.4% | -2.8% | -3.6% | -6.5% |
| YTD | -6.8% | +41.9% | -48.7% | -13.0% |
| 1Y | -1.7% | +42.3% | -44.0% | -8.4% |
| 3Y | +64.7% | +127.3% | -62.6% | +36.5% |
| All | +64.7% | +133.2% | -68.5% | +36.5% |
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