-53.8%
Z vs XPO
+296.5%
-350.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.3% | -2.5% | +1.4% |
| 7D | -5.2% | -1.9% | -3.2% | -4.4% |
| 30D | +5.7% | +2.5% | +3.2% | +4.9% |
| 3M | -8.7% | -7.2% | -1.6% | -6.4% |
| 6M | -26.0% | -8.1% | -17.9% | -24.6% |
| YTD | -55.0% | +38.3% | -93.4% | -61.9% |
| 1Y | -58.0% | +33.6% | -91.6% | -63.9% |
| 3Y | -15.2% | +133.1% | -148.3% | -48.0% |
| 5Y | -53.8% | +308.9% | -362.7% | -81.3% |
| All | -53.8% | +296.5% | -350.3% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling