+24.3%
XLP vs XPO
+38.8%
-14.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.5% |
| 7D | +5.9% | +3.5% | +2.4% | +5.6% |
| 30D | +13.5% | +2.8% | +10.6% | +13.2% |
| 3M | +8.4% | -7.5% | +15.9% | +8.8% |
| 6M | +11.5% | -5.9% | +17.5% | +11.6% |
| YTD | +20.6% | +38.4% | -17.7% | +15.4% |
| 1Y | +24.3% | +33.7% | -9.4% | +19.2% |
| All | +24.3% | +38.8% | -14.5% | +19.2% |
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