+106.4%
XLRE vs XPO
+1,671.6%
-1,565.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -2.3% | -10.4% | +8.0% | -0.7% |
| 3M | -3.5% | -15.7% | +12.2% | -1.0% |
| 6M | +1.9% | -6.3% | +8.2% | +2.4% |
| YTD | +8.3% | +34.2% | -25.8% | +2.2% |
| 1Y | +6.4% | +39.9% | -33.6% | -0.8% |
| 3Y | +30.2% | +155.2% | -125.0% | +5.9% |
| 5Y | +8.6% | +264.7% | -256.1% | -20.2% |
| 10Y | +87.4% | +1,500.1% | -1,412.7% | +12.2% |
| All | +106.4% | +1,671.6% | -1,565.2% | +20.2% |
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