+9.2%
Z vs XPO
+1,079.8%
-1,070.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.2% | -4.5% | -8.5% |
| 7D | -2.3% | -3.6% | +1.3% | -0.9% |
| 30D | +9.4% | -3.8% | +13.2% | +11.0% |
| 3M | -16.1% | -11.8% | -4.3% | -12.6% |
| 6M | -30.4% | -15.0% | -15.5% | -27.2% |
| YTD | -55.6% | +29.9% | -85.5% | -60.7% |
| 1Y | -58.5% | +27.6% | -86.1% | -63.1% |
| 3Y | -19.6% | +121.9% | -141.5% | -44.8% |
| 5Y | -54.1% | +277.9% | -332.0% | -75.3% |
| 10Y | -12.1% | +1,371.4% | -1,383.5% | -67.2% |
| All | +9.2% | +1,079.8% | -1,070.6% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling