+617.5%
XLP vs XPO
+10,316.6%
-9,699.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.0% |
| 7D | -1.0% | +2.4% | -3.4% | -1.2% |
| 30D | -0.9% | -3.5% | +2.7% | -0.7% |
| 3M | +3.8% | -11.9% | +15.7% | +4.4% |
| 6M | -1.7% | -10.0% | +8.2% | -1.4% |
| YTD | +10.3% | +42.1% | -31.8% | +8.0% |
| 1Y | +7.8% | +47.6% | -39.8% | +5.2% |
| 3Y | +27.2% | +153.6% | -126.4% | +19.5% |
| 5Y | +32.5% | +266.5% | -234.0% | +20.8% |
| 10Y | +101.8% | +1,460.4% | -1,358.7% | +71.9% |
| All | +617.5% | +10,316.6% | -9,699.0% | +480.3% |
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