+80.4%
XLI vs XPO
+257.8%
-177.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -8.2% | -10.4% | +2.2% | -5.9% |
| 3M | +0.8% | -15.7% | +16.5% | +4.4% |
| 6M | +0.8% | -6.3% | +7.2% | +1.8% |
| YTD | +10.5% | +34.2% | -23.6% | +2.4% |
| 1Y | +14.1% | +39.9% | -25.8% | +4.1% |
| 3Y | +68.6% | +155.2% | -86.6% | +28.4% |
| 5Y | +80.4% | +264.7% | -184.3% | +17.4% |
| All | +80.4% | +257.8% | -177.4% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling