-60.8%
EOSE vs XPO
+485.3%
-546.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.8% | -5.7% | +7.5% | +4.2% |
| 30D | -6.8% | -12.8% | +6.0% | -1.2% |
| 3M | -36.3% | -20.0% | -16.3% | -30.6% |
| 6M | -38.8% | -6.0% | -32.7% | -38.1% |
| YTD | -65.5% | +34.0% | -99.6% | -70.7% |
| 1Y | -45.3% | +35.6% | -80.8% | -53.8% |
| 3Y | +44.2% | +152.3% | -108.1% | -24.8% |
| 5Y | -69.5% | +264.4% | -333.9% | -89.5% |
| All | -60.8% | +485.3% | -546.1% | -80.3% |
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