+920.0%
XLY vs XPO
+9,727.5%
-8,807.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -5.7% | +4.0% | -1.0% |
| 30D | -4.2% | -12.8% | +8.6% | -2.6% |
| 3M | -2.7% | -20.0% | +17.3% | -0.1% |
| 6M | -0.6% | -6.0% | +5.4% | -0.2% |
| YTD | -5.0% | +34.0% | -39.1% | -9.1% |
| 1Y | -4.1% | +35.6% | -39.6% | -8.6% |
| 3Y | +33.6% | +152.3% | -118.7% | +16.6% |
| 5Y | +28.7% | +264.4% | -235.6% | +5.7% |
| 10Y | +219.6% | +1,498.6% | -1,279.0% | +128.6% |
| All | +920.0% | +9,727.5% | -8,807.5% | +552.6% |
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