+142.8%
XYL vs XPO
+1,516.3%
-1,373.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | -5.7% | +6.9% | +2.9% |
| 30D | -11.9% | -12.8% | +0.9% | -8.6% |
| 3M | -1.5% | -20.0% | +18.4% | +4.5% |
| 6M | -11.9% | -6.0% | -5.9% | -11.2% |
| YTD | -20.6% | +34.0% | -54.6% | -28.2% |
| 1Y | -23.5% | +35.6% | -59.1% | -31.6% |
| 3Y | +14.9% | +152.3% | -137.4% | -20.0% |
| 5Y | -15.3% | +264.4% | -279.7% | -50.6% |
| All | +142.8% | +1,516.3% | -1,373.5% | -14.0% |
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 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