-18.4%
Z vs XPO
+121.4%
-139.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.2% | -4.5% | -9.0% |
| 7D | -2.3% | -3.6% | +1.3% | -1.2% |
| 30D | +9.4% | -3.8% | +13.2% | +10.7% |
| 3M | -16.1% | -11.8% | -4.3% | -13.4% |
| 6M | -30.4% | -15.0% | -15.5% | -28.0% |
| YTD | -55.6% | +29.9% | -85.5% | -59.8% |
| 1Y | -58.5% | +27.6% | -86.1% | -62.3% |
| All | -18.4% | +121.4% | -139.8% | -38.6% |
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