+841.2%
XLE vs XPO
+10,052.8%
-9,211.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.7% | -1.5% | -5.2% | -6.5% |
| 30D | -4.4% | +2.6% | -7.0% | -4.8% |
| 3M | +4.0% | -6.1% | +10.1% | +4.6% |
| 6M | +13.2% | -8.0% | +21.1% | +13.8% |
| YTD | +41.9% | +38.5% | +3.4% | +34.6% |
| 1Y | +41.6% | +35.0% | +6.6% | +34.7% |
| 3Y | +64.0% | +126.5% | -62.5% | +43.0% |
| 5Y | +158.1% | +315.4% | -157.3% | +102.6% |
| 10Y | +163.9% | +1,272.1% | -1,108.2% | +80.6% |
| All | +841.2% | +10,052.8% | -9,211.5% | +456.4% |
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