+432.8%
XYL vs XPO
+6,103.6%
-5,670.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -3.1% |
| 7D | -5.0% | +2.4% | -7.5% | -5.7% |
| 30D | -13.2% | -3.5% | -9.7% | -12.6% |
| 3M | -3.7% | -11.9% | +8.2% | -1.0% |
| 6M | -17.7% | -10.0% | -7.7% | -16.2% |
| YTD | -21.5% | +42.1% | -63.6% | -28.9% |
| 1Y | -24.5% | +47.6% | -72.1% | -32.7% |
| 3Y | +6.9% | +153.6% | -146.6% | -20.3% |
| 5Y | -18.1% | +266.5% | -284.6% | -46.9% |
| 10Y | +134.7% | +1,460.4% | -1,325.7% | +7.2% |
| All | +432.8% | +6,103.6% | -5,670.9% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling