+143.0%
ED vs XPO
+1,236.5%
-1,093.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | -1.7% | +6.9% | -8.6% | -2.0% |
| 30D | +10.7% | +4.1% | +6.6% | +10.5% |
| 3M | +11.6% | -9.7% | +21.4% | +12.0% |
| 6M | +13.5% | -3.8% | +17.3% | +13.5% |
| YTD | +23.1% | +38.8% | -15.6% | +21.0% |
| 1Y | +23.1% | +34.2% | -11.2% | +21.1% |
| 3Y | +47.9% | +126.9% | -79.0% | +39.6% |
| 5Y | +83.9% | +297.5% | -213.6% | +64.5% |
| All | +143.0% | +1,236.5% | -1,093.5% | +114.1% |
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