+863.5%
XLE vs XPO
+10,316.6%
-9,453.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.4% |
| 7D | +2.2% | +2.4% | -0.2% | +1.9% |
| 30D | +11.8% | -3.5% | +15.3% | +12.2% |
| 3M | +9.8% | -11.9% | +21.8% | +11.3% |
| 6M | +15.6% | -10.0% | +25.5% | +16.3% |
| YTD | +45.3% | +42.1% | +3.2% | +37.5% |
| 1Y | +48.3% | +47.6% | +0.7% | +39.2% |
| 3Y | +55.4% | +153.6% | -98.1% | +33.4% |
| 5Y | +216.1% | +266.5% | -50.4% | +152.0% |
| 10Y | +178.4% | +1,460.4% | -1,282.1% | +88.5% |
| All | +863.5% | +10,316.6% | -9,453.1% | +468.4% |
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