+317.1%
XLF vs XPO
+9,839.2%
-9,522.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | 0.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -1.3% | -8.1% | +6.8% | -0.2% |
| 3M | +9.1% | -19.0% | +28.2% | +12.1% |
| 6M | +14.4% | -5.2% | +19.5% | +14.6% |
| YTD | +5.1% | +35.6% | -30.5% | -0.1% |
| 1Y | +8.6% | +41.1% | -32.5% | +2.4% |
| 3Y | +74.4% | +157.9% | -83.5% | +48.1% |
| 5Y | +64.4% | +265.6% | -201.3% | +29.9% |
| 10Y | +251.6% | +1,516.8% | -1,265.2% | +131.9% |
| All | +317.1% | +9,839.2% | -9,522.0% | +130.5% |
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