+26.9%
XLV vs XPO
+53.4%
-26.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.4% |
| 7D | +0.2% | +2.4% | -2.2% | 0.0% |
| 30D | +4.4% | -3.5% | +8.0% | +4.7% |
| 3M | +13.2% | -11.9% | +25.2% | +14.4% |
| 6M | +10.1% | -10.0% | +20.1% | +10.6% |
| YTD | +11.7% | +42.1% | -30.4% | +8.0% |
| 1Y | +26.9% | +47.6% | -20.7% | +22.4% |
| All | +26.9% | +53.4% | -26.5% | +22.4% |
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