+1,397.7%
EAT vs XPO
+10,316.6%
-8,918.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.2% |
| 7D | 0.0% | +2.4% | -2.4% | -0.5% |
| 30D | +1.9% | -3.5% | +5.4% | +2.4% |
| 3M | +68.7% | -11.9% | +80.6% | +71.9% |
| 6M | +66.9% | -10.0% | +76.9% | +69.1% |
| YTD | +60.4% | +42.1% | +18.3% | +50.3% |
| 1Y | +44.0% | +47.6% | -3.6% | +33.3% |
| 3Y | +604.7% | +153.6% | +451.1% | +485.3% |
| 5Y | +347.0% | +266.5% | +80.5% | +243.4% |
| 10Y | +390.8% | +1,460.4% | -1,069.7% | +225.8% |
| All | +1,397.7% | +10,316.6% | -8,918.9% | +706.5% |
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 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