+39.3%
XLC vs XPO
+257.8%
-218.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -1.7% | -1.3% | -0.3% | -1.4% |
| 30D | +0.2% | -10.4% | +10.6% | +2.4% |
| 3M | +0.7% | -15.7% | +16.4% | +4.0% |
| 6M | -4.5% | -6.3% | +1.9% | -4.0% |
| YTD | -4.7% | +34.2% | -38.9% | -12.5% |
| 1Y | -1.5% | +39.9% | -41.4% | -11.1% |
| 3Y | +72.2% | +155.2% | -83.0% | +25.1% |
| 5Y | +39.3% | +264.7% | -225.4% | -17.2% |
| All | +39.3% | +257.8% | -218.5% | -17.2% |
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