-20.4%
Z vs XPO
+122.0%
-142.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.6% | -6.7% | +2.1% | -2.7% |
| 30D | +8.3% | -1.9% | +10.2% | +9.1% |
| 3M | -11.6% | -9.9% | -1.7% | -9.4% |
| 6M | -33.6% | -16.4% | -17.3% | -31.0% |
| YTD | -56.7% | +30.2% | -86.9% | -60.8% |
| 1Y | -59.1% | +29.9% | -89.0% | -63.0% |
| 3Y | -20.4% | +122.6% | -143.0% | -40.1% |
| All | -20.4% | +122.0% | -142.4% | -40.1% |
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 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