-24.5%
XYL vs XPO
+53.4%
-77.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -3.0% |
| 7D | -5.0% | +2.4% | -7.5% | -5.5% |
| 30D | -13.2% | -3.5% | -9.7% | -12.6% |
| 3M | -3.7% | -11.9% | +8.2% | -1.4% |
| 6M | -17.7% | -10.0% | -7.7% | -16.7% |
| YTD | -21.5% | +42.1% | -63.6% | -26.2% |
| 1Y | -24.5% | +47.6% | -72.1% | -29.0% |
| All | -24.5% | +53.4% | -77.9% | -29.0% |
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