+2,490.8%
XLK vs XPO
+9,727.5%
-7,236.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | +0.9% |
| 30D | -0.6% | -12.8% | +12.2% | +1.0% |
| 3M | +2.6% | -20.0% | +22.5% | +5.3% |
| 6M | +34.0% | -6.0% | +40.0% | +34.7% |
| YTD | +30.7% | +34.0% | -3.4% | +25.4% |
| 1Y | +39.2% | +35.6% | +3.6% | +33.0% |
| 3Y | +120.4% | +152.3% | -31.9% | +93.1% |
| 5Y | +148.8% | +264.4% | -115.6% | +105.3% |
| 10Y | +803.3% | +1,498.6% | -695.4% | +553.0% |
| All | +2,490.8% | +9,727.5% | -7,236.8% | +1,573.0% |
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