+248.8%
XLF vs XPO
+1,516.3%
-1,267.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | -5.7% | +4.2% | 0.0% |
| 30D | -1.2% | -12.8% | +11.7% | +2.2% |
| 3M | +9.2% | -20.0% | +29.2% | +15.0% |
| 6M | +16.3% | -6.0% | +22.4% | +16.9% |
| YTD | +5.4% | +34.0% | -28.6% | -4.2% |
| 1Y | +7.6% | +35.6% | -27.9% | -3.2% |
| 3Y | +74.2% | +152.3% | -78.1% | +25.2% |
| 5Y | +66.1% | +264.4% | -198.2% | +1.4% |
| All | +248.8% | +1,516.3% | -1,267.5% | +30.7% |
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 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