+43.4%
XLP vs XPO
+128.6%
-85.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +8.3% | +4.7% | +3.6% | +8.1% |
| 3M | +8.7% | -7.1% | +15.8% | +9.0% |
| 6M | +11.2% | -6.3% | +17.4% | +11.3% |
| YTD | +20.0% | +39.1% | -19.1% | +17.7% |
| 1Y | +21.3% | +36.7% | -15.3% | +19.1% |
| All | +43.4% | +128.6% | -85.2% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling