+32.9%
XLV vs XPO
+38.8%
-5.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.2% |
| 7D | +5.5% | +3.5% | +2.0% | +5.2% |
| 30D | +13.3% | +2.8% | +10.5% | +13.0% |
| 3M | +17.4% | -7.5% | +24.9% | +18.1% |
| 6M | +32.1% | -5.9% | +38.1% | +32.5% |
| YTD | +24.0% | +38.4% | -14.3% | +18.5% |
| 1Y | +32.9% | +33.7% | -0.8% | +27.3% |
| All | +32.9% | +38.8% | -5.9% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling