+472.2%
XPO vs JAAA
+29.3%
+442.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.4% |
| 30D | -6.2% | +0.5% | -6.6% | -7.3% |
| 3M | -15.4% | +1.2% | -16.6% | -18.0% |
| 6M | +0.7% | +2.8% | -2.1% | -6.2% |
| YTD | +39.8% | +3.2% | +36.7% | +29.2% |
| 1Y | +43.3% | +4.8% | +38.5% | +27.1% |
| 3Y | +166.0% | +19.0% | +147.1% | +104.7% |
| 5Y | +274.2% | +26.8% | +247.3% | +164.2% |
| All | +472.2% | +29.3% | +442.9% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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