+119.9%
XRT vs XPO
+1,517.7%
-1,397.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -3.6% | -1.3% | -2.2% | -3.2% |
| 30D | -6.7% | -10.4% | +3.7% | -3.8% |
| 3M | -1.4% | -15.7% | +14.3% | +3.2% |
| 6M | +1.7% | -6.3% | +8.0% | +2.6% |
| YTD | -1.5% | +34.2% | -35.6% | -11.4% |
| 1Y | -2.5% | +39.9% | -42.4% | -14.1% |
| 3Y | +39.9% | +155.2% | -115.3% | -2.8% |
| 5Y | -2.6% | +264.7% | -267.3% | -42.8% |
| All | +119.9% | +1,517.7% | -1,397.8% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling