+1,516.8%
XPO vs RVTY
+134.6%
+1,382.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -1.7% |
| 7D | -0.9% | -5.4% | +4.5% | +2.1% |
| 30D | -8.1% | +6.7% | -14.8% | -11.5% |
| 3M | -19.0% | +19.0% | -38.1% | -27.1% |
| 6M | -5.2% | +34.6% | -39.8% | -21.5% |
| YTD | +35.6% | +28.3% | +7.3% | +14.7% |
| 1Y | +41.1% | +46.0% | -4.9% | +9.9% |
| 3Y | +157.9% | +16.9% | +141.0% | +115.6% |
| 5Y | +265.6% | -32.9% | +298.6% | +334.8% |
| 10Y | +1,516.8% | +141.6% | +1,375.2% | +571.2% |
| All | +1,516.8% | +134.6% | +1,382.3% | +571.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling