+372.3%
EAT vs XPO
+1,517.7%
-1,145.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | -3.0% | -10.4% | +7.3% | +1.0% |
| 3M | +45.6% | -15.7% | +61.3% | +54.5% |
| 6M | +53.5% | -6.3% | +59.9% | +55.6% |
| YTD | +49.6% | +34.2% | +15.4% | +30.5% |
| 1Y | +38.9% | +39.9% | -1.0% | +17.3% |
| 3Y | +589.7% | +155.2% | +434.4% | +319.3% |
| 5Y | +318.7% | +264.7% | +54.0% | +103.9% |
| All | +372.3% | +1,517.7% | -1,145.5% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling