+669.2%
XLP vs XPO
+9,445.4%
-8,776.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | +0.7% | -6.7% | +7.4% | +1.1% |
| 30D | +10.3% | -1.9% | +12.1% | +10.3% |
| 3M | +6.5% | -9.9% | +16.4% | +7.0% |
| 6M | +8.4% | -16.4% | +24.8% | +9.2% |
| YTD | +18.2% | +30.2% | -12.0% | +16.2% |
| 1Y | +22.4% | +29.9% | -7.5% | +20.3% |
| 3Y | +41.9% | +122.6% | -80.7% | +34.3% |
| 5Y | +40.9% | +278.9% | -238.0% | +28.2% |
| 10Y | +128.4% | +1,375.3% | -1,246.9% | +95.3% |
| All | +669.2% | +9,445.4% | -8,776.1% | +524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling