+50.9%
XYZ vs XPO
+159.4%
-108.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | +2.9% | +2.7% | +0.2% | +1.9% |
| 30D | +1.4% | -6.2% | +7.6% | +3.5% |
| 3M | +14.6% | -15.4% | +30.0% | +20.7% |
| 6M | +20.8% | +0.7% | +20.0% | +18.9% |
| YTD | +23.1% | +39.8% | -16.8% | +6.9% |
| 1Y | +5.6% | +43.3% | -37.7% | -9.7% |
| 3Y | +50.9% | +166.0% | -115.1% | +7.1% |
| All | +50.9% | +159.4% | -108.5% | +7.1% |
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 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