+142.5%
XLC vs XPO
+402.3%
-259.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -2.2% |
| 7D | -0.8% | +2.4% | -3.3% | -1.4% |
| 30D | +1.0% | -3.5% | +4.6% | +1.7% |
| 3M | -0.7% | -11.9% | +11.2% | +1.7% |
| 6M | -5.1% | -10.0% | +4.8% | -3.9% |
| YTD | -4.3% | +42.1% | -46.4% | -13.2% |
| 1Y | -0.6% | +47.6% | -48.2% | -11.2% |
| 3Y | +72.7% | +153.6% | -80.9% | +29.0% |
| 5Y | +38.0% | +266.5% | -228.5% | -10.9% |
| All | +142.5% | +402.3% | -259.9% | +47.0% |
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