-58.8%
EOSE vs XPO
+491.9%
-550.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.2% |
| 7D | +15.0% | -0.9% | +15.9% | +15.5% |
| 30D | +2.5% | -8.1% | +10.6% | +6.4% |
| 3M | -33.7% | -19.0% | -14.7% | -28.1% |
| 6M | -32.7% | -5.2% | -27.6% | -32.2% |
| YTD | -63.8% | +35.6% | -99.4% | -69.4% |
| 1Y | -40.5% | +41.1% | -81.6% | -50.6% |
| 3Y | +50.4% | +157.9% | -107.5% | -22.5% |
| 5Y | -68.6% | +265.6% | -334.2% | -89.2% |
| All | -58.8% | +491.9% | -550.7% | -79.4% |
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 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