+179.2%
XLE vs XPO
+1,266.4%
-1,087.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.5% |
| 7D | +5.4% | +9.0% | -3.5% | +3.3% |
| 30D | -3.9% | +4.2% | -8.1% | -5.0% |
| 3M | +7.0% | -8.7% | +15.7% | +8.9% |
| 6M | +14.2% | -2.8% | +17.0% | +13.9% |
| YTD | +48.2% | +41.9% | +6.3% | +32.8% |
| 1Y | +47.7% | +42.3% | +5.4% | +32.0% |
| 3Y | +70.0% | +127.3% | -57.3% | +27.6% |
| 5Y | +169.1% | +306.4% | -137.2% | +60.6% |
| All | +179.2% | +1,266.4% | -1,087.2% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling