+35.5%
XLV vs XPO
+261.3%
-225.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -5.7% | +2.1% | -2.9% |
| 30D | -1.8% | -12.8% | +11.0% | -0.3% |
| 3M | +7.8% | -20.0% | +27.8% | +10.4% |
| 6M | +9.1% | -6.0% | +15.2% | +9.4% |
| YTD | +7.7% | +34.0% | -26.3% | +3.2% |
| 1Y | +20.4% | +35.6% | -15.1% | +14.8% |
| 3Y | +30.8% | +152.3% | -121.5% | +12.3% |
| All | +35.5% | +261.3% | -225.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling