+20.7%
XLK vs XPO
+38.8%
-18.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -7.6% | +3.5% | -11.1% | -8.2% |
| 30D | -12.2% | +2.8% | -15.0% | -12.7% |
| 3M | -5.5% | -7.5% | +2.0% | -4.1% |
| 6M | +9.2% | -5.9% | +15.1% | +10.3% |
| YTD | +23.0% | +38.4% | -15.3% | +18.1% |
| 1Y | +20.7% | +33.7% | -13.0% | +16.3% |
| All | +20.7% | +38.8% | -18.1% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling