-34.0%
Z vs XPO
+155.9%
-189.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.6% | -3.2% |
| 7D | -3.0% | +2.4% | -5.4% | -3.6% |
| 30D | -4.2% | -3.5% | -0.6% | -3.5% |
| 3M | -3.7% | -11.9% | +8.2% | -1.1% |
| 6M | -24.5% | -10.0% | -14.5% | -23.3% |
| YTD | -49.3% | +42.1% | -91.4% | -55.2% |
| 1Y | -58.7% | +47.6% | -106.3% | -64.1% |
| All | -34.0% | +155.9% | -189.9% | -52.2% |
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