+483.0%
EAT vs XPO
+133.2%
+349.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.2% |
| 7D | -4.0% | +9.0% | -13.0% | -6.1% |
| 30D | -2.9% | +4.2% | -7.1% | -4.1% |
| 3M | -16.9% | -8.7% | -8.2% | -15.2% |
| 6M | +57.0% | -2.8% | +59.7% | +57.1% |
| YTD | +38.2% | +41.9% | -3.7% | +25.3% |
| 1Y | +69.3% | +42.3% | +27.0% | +52.8% |
| 3Y | +483.0% | +127.3% | +355.7% | +367.8% |
| All | +483.0% | +133.2% | +349.8% | +367.8% |
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 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