-59.1%
Z vs XPO
+28.2%
-87.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.6% | -6.7% | +2.1% | -3.3% |
| 30D | +8.3% | -1.9% | +10.2% | +9.0% |
| 3M | -11.6% | -9.9% | -1.7% | -10.2% |
| 6M | -33.6% | -16.4% | -17.3% | -32.0% |
| YTD | -56.7% | +30.2% | -86.9% | -61.1% |
| 1Y | -59.1% | +29.9% | -89.0% | -63.1% |
| All | -59.1% | +28.2% | -87.3% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling