+168.5%
XME vs XPO
+257.8%
-89.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | -3.0% | -1.3% | -1.7% | -2.7% |
| 30D | -2.6% | -10.4% | +7.8% | +0.4% |
| 3M | +2.2% | -15.7% | +17.8% | +6.8% |
| 6M | +0.7% | -6.3% | +7.0% | +1.8% |
| YTD | +10.9% | +34.2% | -23.2% | +1.0% |
| 1Y | +35.7% | +39.9% | -4.2% | +21.3% |
| 3Y | +127.1% | +155.2% | -28.1% | +61.7% |
| 5Y | +168.5% | +264.7% | -96.2% | +49.4% |
| All | +168.5% | +257.8% | -89.3% | +49.4% |
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 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