+44.0%
XLP vs XPO
+306.2%
-262.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +2.5% | +9.0% | -6.4% | +1.8% |
| 30D | +7.3% | +4.2% | +3.1% | +6.9% |
| 3M | +8.1% | -8.7% | +16.7% | +8.7% |
| 6M | +10.5% | -2.8% | +13.2% | +10.4% |
| YTD | +21.2% | +41.9% | -20.7% | +17.0% |
| 1Y | +22.7% | +42.3% | -19.6% | +18.4% |
| 3Y | +44.8% | +127.3% | -82.5% | +30.5% |
| All | +44.0% | +306.2% | -262.1% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling