+179.0%
XLE vs XPO
+1,458.1%
-1,279.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | 0.0% | +2.7% | -2.7% | -0.7% |
| 30D | +12.6% | -6.2% | +18.8% | +14.1% |
| 3M | +11.8% | -15.4% | +27.2% | +15.7% |
| 6M | +16.1% | +0.7% | +15.3% | +14.3% |
| YTD | +46.9% | +39.8% | +7.0% | +32.4% |
| 1Y | +53.3% | +43.3% | +9.9% | +36.2% |
| 3Y | +54.9% | +166.0% | -111.1% | +10.9% |
| 5Y | +225.7% | +274.2% | -48.5% | +99.1% |
| All | +179.0% | +1,458.1% | -1,279.1% | +8.2% |
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 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