+533.2%
XYZ vs XPO
+1,742.1%
-1,208.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -2.8% |
| 7D | -1.0% | +2.4% | -3.4% | -2.1% |
| 30D | -1.7% | -3.5% | +1.8% | -0.2% |
| 3M | +16.7% | -11.9% | +28.7% | +22.7% |
| 6M | +26.9% | -10.0% | +36.8% | +30.6% |
| YTD | +27.1% | +42.1% | -14.9% | +4.5% |
| 1Y | +9.3% | +47.6% | -38.3% | -12.9% |
| 3Y | +42.3% | +153.6% | -111.3% | -19.3% |
| 5Y | -69.3% | +266.5% | -335.8% | -86.1% |
| 10Y | +586.8% | +1,460.4% | -873.6% | +81.5% |
| All | +533.2% | +1,742.1% | -1,208.9% | +46.3% |
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