+62.6%
XYZ vs XPO
+133.2%
-70.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.0% |
| 7D | -1.1% | +9.0% | -10.0% | -3.9% |
| 30D | +11.5% | +4.2% | +7.3% | +9.8% |
| 3M | +1.8% | -8.7% | +10.4% | +4.7% |
| 6M | +21.2% | -2.8% | +24.0% | +21.1% |
| YTD | +29.9% | +41.9% | -11.9% | +11.7% |
| 1Y | +35.8% | +42.3% | -6.6% | +16.4% |
| 3Y | +62.6% | +127.3% | -64.7% | +18.2% |
| All | +62.6% | +133.2% | -70.6% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling