+312.6%
EAT vs XPO
+262.4%
+50.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.1% |
| 7D | -6.8% | -0.9% | -5.9% | -6.5% |
| 30D | -5.4% | -8.1% | +2.7% | -2.6% |
| 3M | +42.8% | -19.0% | +61.8% | +52.9% |
| 6M | +56.5% | -5.2% | +61.7% | +57.8% |
| YTD | +50.0% | +35.6% | +14.5% | +31.8% |
| 1Y | +38.3% | +41.1% | -2.8% | +18.0% |
| 3Y | +591.6% | +157.9% | +433.7% | +321.2% |
| 5Y | +312.6% | +265.6% | +47.0% | +90.2% |
| All | +312.6% | +262.4% | +50.2% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling