+225.7%
XLE vs XPO
+271.9%
-46.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | 0.0% | +2.7% | -2.7% | -0.4% |
| 30D | +12.6% | -6.2% | +18.8% | +13.5% |
| 3M | +11.8% | -15.4% | +27.2% | +14.1% |
| 6M | +16.1% | +0.7% | +15.3% | +15.1% |
| YTD | +46.9% | +39.8% | +7.0% | +38.0% |
| 1Y | +53.3% | +43.3% | +9.9% | +42.9% |
| 3Y | +54.9% | +166.0% | -111.1% | +28.5% |
| 5Y | +225.7% | +274.2% | -48.5% | +148.1% |
| All | +225.7% | +271.9% | -46.2% | +148.1% |
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 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