-3.3%
XRT vs XPO
+262.4%
-265.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.7% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -6.9% | -8.1% | +1.2% | -4.7% |
| 3M | -0.4% | -19.0% | +18.6% | +5.7% |
| 6M | +2.2% | -5.2% | +7.4% | +2.8% |
| YTD | -0.7% | +35.6% | -36.2% | -11.7% |
| 1Y | -2.0% | +41.1% | -43.1% | -14.7% |
| 3Y | +41.0% | +157.9% | -116.9% | -7.3% |
| 5Y | -3.3% | +265.6% | -268.9% | -51.2% |
| All | -3.3% | +262.4% | -265.7% | -51.2% |
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