+253.9%
XLI vs XPO
+1,516.3%
-1,262.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.7% | -5.7% | +4.0% | -0.2% |
| 30D | -7.3% | -12.8% | +5.5% | -4.0% |
| 3M | -1.3% | -20.0% | +18.6% | +4.1% |
| 6M | +2.2% | -6.0% | +8.3% | +3.2% |
| YTD | +11.7% | +34.0% | -22.3% | +2.2% |
| 1Y | +14.3% | +35.6% | -21.3% | +3.5% |
| 3Y | +70.3% | +152.3% | -82.0% | +24.5% |
| 5Y | +82.3% | +264.4% | -182.0% | +13.9% |
| All | +253.9% | +1,516.3% | -1,262.4% | +48.5% |
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 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