+67.3%
ED vs XPO
+262.4%
-195.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.7% |
| 7D | -0.2% | -0.9% | +0.8% | -0.2% |
| 30D | +1.9% | -8.1% | +10.0% | +1.9% |
| 3M | +1.9% | -19.0% | +20.9% | +1.8% |
| 6M | -2.3% | -5.2% | +2.9% | -2.3% |
| YTD | +10.9% | +35.6% | -24.7% | +10.7% |
| 1Y | +14.5% | +41.1% | -26.6% | +14.2% |
| 3Y | +33.4% | +157.9% | -124.5% | +29.4% |
| 5Y | +67.3% | +265.6% | -198.4% | +53.0% |
| All | +67.3% | +262.4% | -195.1% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling