+728.5%
ES vs XPO
+10,316.6%
-9,588.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -0.8% |
| 7D | +0.3% | +2.4% | -2.1% | +0.2% |
| 30D | -2.0% | -3.5% | +1.6% | -1.9% |
| 3M | +1.7% | -11.9% | +13.6% | +2.1% |
| 6M | -3.5% | -10.0% | +6.4% | -3.3% |
| YTD | +7.9% | +42.1% | -34.2% | +6.2% |
| 1Y | +17.2% | +47.6% | -30.4% | +15.0% |
| 3Y | +29.3% | +153.6% | -124.3% | +23.5% |
| 5Y | -5.7% | +266.5% | -272.3% | -12.1% |
| 10Y | +85.2% | +1,460.4% | -1,375.2% | +64.3% |
| All | +728.5% | +10,316.6% | -9,588.1% | +598.5% |
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