-15.6%
XYL vs XPO
+257.8%
-273.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -13.2% | -10.4% | -2.8% | -10.9% |
| 3M | -0.2% | -15.7% | +15.5% | +3.9% |
| 6M | -12.5% | -6.3% | -6.2% | -11.8% |
| YTD | -20.9% | +34.2% | -55.0% | -27.6% |
| 1Y | -21.6% | +39.9% | -61.5% | -29.5% |
| 3Y | +16.1% | +155.2% | -139.1% | -17.2% |
| 5Y | -15.6% | +264.7% | -280.3% | -50.0% |
| All | -15.6% | +257.8% | -273.4% | -50.0% |
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 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