-61.6%
XYZ vs XPO
+296.5%
-358.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.7% | +0.2% |
| 7D | +14.9% | -1.9% | +16.8% | +15.9% |
| 30D | +14.7% | +2.5% | +12.2% | +12.8% |
| 3M | +12.1% | -7.2% | +19.3% | +15.8% |
| 6M | +18.3% | -8.1% | +26.4% | +21.5% |
| YTD | +36.1% | +38.3% | -2.3% | +7.6% |
| 1Y | +35.3% | +33.6% | +1.7% | +8.8% |
| 3Y | +73.5% | +133.1% | -59.6% | -16.1% |
| 5Y | -61.6% | +308.9% | -370.5% | -90.1% |
| All | -61.6% | +296.5% | -358.1% | -90.1% |
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 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