+674.7%
ED vs XPO
+10,052.8%
-9,378.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.1% | -1.5% | +3.7% | +2.1% |
| 30D | +12.4% | +2.6% | +9.8% | +12.4% |
| 3M | +13.1% | -6.1% | +19.3% | +13.2% |
| 6M | +14.1% | -8.0% | +22.0% | +14.2% |
| YTD | +23.1% | +38.5% | -15.4% | +22.1% |
| 1Y | +25.4% | +35.0% | -9.6% | +24.5% |
| 3Y | +47.9% | +126.5% | -78.6% | +44.5% |
| 5Y | +81.9% | +315.4% | -233.6% | +74.2% |
| 10Y | +141.3% | +1,272.1% | -1,130.9% | +125.5% |
| All | +674.7% | +10,052.8% | -9,378.1% | +611.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling