+105.0%
ED vs XPO
+1,517.7%
-1,412.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.9% | -1.3% | -0.5% | -1.8% |
| 30D | +0.1% | -10.4% | +10.5% | +0.5% |
| 3M | 0.0% | -15.7% | +15.7% | +0.6% |
| 6M | -2.5% | -6.3% | +3.8% | -2.4% |
| YTD | +10.1% | +34.2% | -24.1% | +8.4% |
| 1Y | +13.6% | +39.9% | -26.4% | +11.5% |
| 3Y | +32.4% | +155.2% | -122.8% | +23.9% |
| 5Y | +69.9% | +264.7% | -194.8% | +52.7% |
| All | +105.0% | +1,517.7% | -1,412.8% | +70.5% |
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 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