+146.4%
ED vs XPO
+1,266.4%
-1,120.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +1.3% |
| 7D | +2.1% | +9.0% | -6.9% | +1.7% |
| 30D | +10.4% | +4.2% | +6.2% | +10.2% |
| 3M | +12.5% | -8.7% | +21.2% | +12.9% |
| 6M | +14.9% | -2.8% | +17.7% | +14.9% |
| YTD | +24.8% | +41.9% | -17.0% | +22.6% |
| 1Y | +23.8% | +42.3% | -18.5% | +21.6% |
| 3Y | +51.6% | +127.3% | -75.6% | +43.2% |
| 5Y | +86.4% | +306.4% | -220.0% | +66.6% |
| All | +146.4% | +1,266.4% | -1,120.0% | +116.9% |
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