+638.0%
XYZ vs XPO
+1,421.2%
-783.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.7% | +0.5% |
| 7D | +14.9% | -1.9% | +16.8% | +15.8% |
| 30D | +14.7% | +2.5% | +12.2% | +13.0% |
| 3M | +12.1% | -7.2% | +19.3% | +15.5% |
| 6M | +18.3% | -8.1% | +26.4% | +21.3% |
| YTD | +36.1% | +38.3% | -2.3% | +11.2% |
| 1Y | +35.3% | +33.6% | +1.7% | +12.2% |
| 3Y | +73.5% | +133.1% | -59.6% | -1.5% |
| 5Y | -61.6% | +308.9% | -370.5% | -84.7% |
| 10Y | +638.0% | +1,371.8% | -733.8% | +92.6% |
| All | +638.0% | +1,421.2% | -783.2% | +92.6% |
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