-31.5%
XYL vs XPO
+38.8%
-70.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.3% |
| 7D | +14.5% | +3.5% | +11.0% | +13.7% |
| 30D | -1.3% | +2.8% | -4.2% | -2.0% |
| 3M | -17.0% | -7.5% | -9.5% | -15.6% |
| 6M | -11.3% | -5.9% | -5.4% | -10.6% |
| YTD | -25.0% | +38.4% | -63.3% | -31.5% |
| 1Y | -31.5% | +33.7% | -65.2% | -37.3% |
| All | -31.5% | +38.8% | -70.3% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling