+91.9%
ZBH vs XPO
+10,152.6%
-10,060.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.4% | -3.8% |
| 7D | -5.2% | +2.7% | -7.9% | -5.5% |
| 30D | -2.4% | -6.2% | +3.8% | -1.9% |
| 3M | +8.3% | -15.4% | +23.7% | +9.9% |
| 6M | +0.7% | +0.7% | -0.1% | +0.2% |
| YTD | +5.3% | +39.8% | -34.5% | +1.3% |
| 1Y | -9.1% | +43.3% | -52.4% | -13.0% |
| 3Y | -19.7% | +166.0% | -185.7% | -28.9% |
| 5Y | -31.3% | +274.2% | -305.4% | -42.2% |
| 10Y | -18.9% | +1,429.0% | -1,448.0% | -39.3% |
| All | +91.9% | +10,152.6% | -10,060.7% | +29.7% |
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