+274.2%
XPO vs RVTY
-32.1%
+306.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -6.2% | +10.8% | -17.0% | -10.7% |
| 3M | -15.4% | +26.8% | -42.2% | -24.8% |
| 6M | +0.7% | +39.3% | -38.6% | -15.5% |
| YTD | +39.8% | +31.6% | +8.2% | +20.0% |
| 1Y | +43.3% | +47.7% | -4.4% | +15.4% |
| 3Y | +166.0% | +19.9% | +146.1% | +129.3% |
| 5Y | +274.2% | -32.3% | +306.5% | +342.2% |
| All | +274.2% | -32.1% | +306.3% | +342.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling