+1,001.6%
XLI vs XPO
+10,152.6%
-9,151.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.0% | +2.7% | -1.7% | +0.6% |
| 30D | -5.8% | -6.2% | +0.4% | -5.1% |
| 3M | +0.7% | -15.4% | +16.1% | +2.7% |
| 6M | +3.2% | +0.7% | +2.4% | +2.8% |
| YTD | +13.0% | +39.8% | -26.8% | +7.8% |
| 1Y | +16.8% | +43.3% | -26.5% | +10.8% |
| 3Y | +72.4% | +166.0% | -93.6% | +49.1% |
| 5Y | +82.8% | +274.2% | -191.4% | +48.5% |
| 10Y | +252.4% | +1,429.0% | -1,176.6% | +147.9% |
| All | +1,001.6% | +10,152.6% | -9,151.0% | +585.8% |
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