+102.9%
XLP vs XPO
+1,450.2%
-1,347.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | -1.3% | -6.2% | +4.9% | -0.7% |
| 3M | +1.8% | -15.4% | +17.2% | +3.4% |
| 6M | -0.8% | +0.7% | -1.6% | -1.3% |
| YTD | +9.5% | +39.8% | -30.3% | +5.0% |
| 1Y | +7.2% | +43.3% | -36.1% | +2.1% |
| 3Y | +27.1% | +166.0% | -138.9% | +9.9% |
| 5Y | +32.0% | +274.2% | -242.1% | +6.3% |
| 10Y | +102.9% | +1,429.0% | -1,326.1% | +38.6% |
| All | +102.9% | +1,450.2% | -1,347.3% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling