-69.6%
EOSE vs XPO
+261.3%
-330.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.8% | -5.7% | +7.5% | +4.3% |
| 30D | -6.8% | -12.8% | +6.0% | -1.1% |
| 3M | -36.3% | -20.0% | -16.3% | -30.4% |
| 6M | -38.8% | -6.0% | -32.7% | -38.1% |
| YTD | -65.5% | +34.0% | -99.6% | -70.9% |
| 1Y | -45.3% | +35.6% | -80.8% | -54.0% |
| 3Y | +44.2% | +152.3% | -108.1% | -28.0% |
| All | -69.6% | +261.3% | -330.9% | -90.4% |
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