+605.0%
EAT vs XPO
+153.8%
+451.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.5% |
| 7D | -6.8% | -0.9% | -5.9% | -6.6% |
| 30D | -5.4% | -8.1% | +2.7% | -3.4% |
| 3M | +42.8% | -19.0% | +61.8% | +50.0% |
| 6M | +56.5% | -5.2% | +61.7% | +57.6% |
| YTD | +50.0% | +35.6% | +14.5% | +38.0% |
| 1Y | +38.3% | +41.1% | -2.8% | +24.8% |
| All | +605.0% | +153.8% | +451.2% | +448.5% |
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