+86.6%
ES vs XPO
+1,331.5%
-1,245.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | +1.9% | -6.7% | +8.5% | +2.4% |
| 30D | +7.1% | -1.9% | +8.9% | +7.2% |
| 3M | -1.9% | -9.9% | +7.9% | -1.3% |
| 6M | +4.4% | -16.4% | +20.7% | +5.5% |
| YTD | +7.3% | +30.2% | -22.9% | +4.3% |
| 1Y | +2.1% | +29.9% | -27.7% | -0.8% |
| 3Y | +41.8% | +122.6% | -80.8% | +28.9% |
| 5Y | +1.4% | +278.9% | -277.4% | -14.3% |
| All | +86.6% | +1,331.5% | -1,245.0% | +55.6% |
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 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