+2.6%
XLRE vs XPO
+0.1%
+2.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.8% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -2.2% | -8.1% | +5.9% | -1.2% |
| 3M | -2.6% | -19.0% | +16.4% | 0.0% |
| 6M | +2.6% | -5.2% | +7.8% | +1.8% |
| All | +2.6% | +0.1% | +2.5% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling