+596.8%
ED vs XPO
+10,316.6%
-9,719.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -1.4% |
| 7D | -0.2% | +2.4% | -2.6% | -0.2% |
| 30D | -0.1% | -3.5% | +3.4% | -0.1% |
| 3M | +3.9% | -11.9% | +15.9% | +4.1% |
| 6M | -3.0% | -10.0% | +6.9% | -2.9% |
| YTD | +10.7% | +42.1% | -31.4% | +9.8% |
| 1Y | +13.3% | +47.6% | -34.3% | +12.3% |
| 3Y | +34.5% | +153.6% | -119.1% | +31.0% |
| 5Y | +67.1% | +266.5% | -199.4% | +60.5% |
| 10Y | +103.0% | +1,460.4% | -1,357.4% | +89.5% |
| All | +596.8% | +10,316.6% | -9,719.8% | +539.6% |
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