+135.9%
XLU vs XPO
+1,516.3%
-1,380.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -5.7% | +4.1% | -1.0% |
| 30D | -3.3% | -12.8% | +9.5% | -2.0% |
| 3M | -3.2% | -20.0% | +16.8% | -1.1% |
| 6M | -7.0% | -6.0% | -0.9% | -6.7% |
| YTD | +0.6% | +34.0% | -33.4% | -3.0% |
| 1Y | +2.4% | +35.6% | -33.1% | -1.7% |
| 3Y | +46.3% | +152.3% | -106.0% | +27.5% |
| 5Y | +44.0% | +264.4% | -220.4% | +16.6% |
| All | +135.9% | +1,516.3% | -1,380.4% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling