+23.1%
ED vs XPO
+36.4%
-13.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | -1.7% | +6.9% | -8.6% | -1.4% |
| 30D | +10.7% | +4.1% | +6.6% | +10.9% |
| 3M | +11.6% | -9.7% | +21.4% | +11.1% |
| 6M | +13.5% | -3.8% | +17.3% | +13.5% |
| YTD | +23.1% | +38.8% | -15.6% | +27.3% |
| 1Y | +23.1% | +34.2% | -11.2% | +26.7% |
| All | +23.1% | +36.4% | -13.3% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling