+224.6%
ESI vs XPO
+2,470.6%
-2,245.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.5% | +1.3% |
| 7D | +3.3% | +2.4% | +0.9% | +2.4% |
| 30D | -5.9% | -3.5% | -2.3% | -4.6% |
| 3M | -14.1% | -11.9% | -2.2% | -10.1% |
| 6M | +6.6% | -10.0% | +16.5% | +10.3% |
| YTD | +45.0% | +42.1% | +2.9% | +26.4% |
| 1Y | +41.5% | +47.6% | -6.1% | +20.9% |
| 3Y | +78.8% | +153.6% | -74.8% | +18.6% |
| 5Y | +70.9% | +266.5% | -195.6% | -6.6% |
| 10Y | +317.1% | +1,460.4% | -1,143.4% | +21.6% |
| All | +224.6% | +2,470.6% | -2,245.9% | -14.5% |
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