+148.7%
XLK vs XPO
+261.3%
-112.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | +1.8% |
| 30D | -0.6% | -12.8% | +12.2% | +3.1% |
| 3M | +2.6% | -20.0% | +22.5% | +8.7% |
| 6M | +34.0% | -6.0% | +40.0% | +35.3% |
| YTD | +30.7% | +34.0% | -3.4% | +18.5% |
| 1Y | +39.2% | +35.6% | +3.6% | +24.8% |
| 3Y | +120.4% | +152.3% | -31.9% | +55.5% |
| All | +148.7% | +261.3% | -112.5% | +42.1% |
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