+93.0%
XME vs XPO
+133.2%
-40.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | +0.3% | +9.0% | -8.7% | -1.9% |
| 30D | -6.1% | +4.2% | -10.3% | -7.2% |
| 3M | -18.6% | -8.7% | -10.0% | -16.9% |
| 6M | -23.9% | -2.8% | -21.1% | -23.8% |
| YTD | -9.3% | +41.9% | -51.2% | -17.8% |
| 1Y | +1.8% | +42.3% | -40.6% | -8.0% |
| 3Y | +93.0% | +127.3% | -34.3% | +53.8% |
| All | +93.0% | +133.2% | -40.2% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling