+58.1%
XLE vs XPO
+122.0%
-63.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -12.0% | -6.7% | -5.3% | -11.3% |
| 30D | -2.7% | -1.9% | -0.9% | -2.6% |
| 3M | +6.6% | -9.9% | +16.5% | +7.7% |
| 6M | +9.5% | -16.4% | +25.9% | +11.5% |
| YTD | +40.6% | +30.2% | +10.4% | +32.6% |
| 1Y | +43.6% | +29.9% | +13.7% | +35.3% |
| 3Y | +58.1% | +122.6% | -64.6% | +34.7% |
| All | +58.1% | +122.0% | -63.9% | +34.7% |
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