+128.8%
XLP vs XPO
+1,421.2%
-1,292.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +8.9% | +2.5% | +6.5% | +8.6% |
| 3M | +7.5% | -7.2% | +14.7% | +8.1% |
| 6M | +9.4% | -8.1% | +17.5% | +10.0% |
| YTD | +19.3% | +38.3% | -19.1% | +14.4% |
| 1Y | +21.7% | +33.6% | -11.8% | +17.1% |
| 3Y | +44.0% | +133.1% | -89.1% | +26.8% |
| 5Y | +42.8% | +308.9% | -266.1% | +13.9% |
| 10Y | +128.8% | +1,371.8% | -1,243.0% | +71.4% |
| All | +128.8% | +1,421.2% | -1,292.4% | +71.4% |
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