-18.5%
Z vs XPO
+1,236.5%
-1,254.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.9% | +6.9% | -11.8% | -7.3% |
| 30D | +3.0% | +4.1% | -1.1% | +1.5% |
| 3M | -13.4% | -9.7% | -3.7% | -10.1% |
| 6M | -27.3% | -3.8% | -23.5% | -27.2% |
| YTD | -57.8% | +38.8% | -96.5% | -64.2% |
| 1Y | -60.0% | +34.2% | -94.2% | -65.7% |
| 3Y | -21.5% | +126.9% | -148.4% | -49.8% |
| 5Y | -55.0% | +297.5% | -352.5% | -78.8% |
| All | -18.5% | +1,236.5% | -1,254.9% | -77.5% |
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