+200.4%
ESI vs XPO
+2,410.5%
-2,210.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +8.3% | +6.9% | +1.5% | +5.7% |
| 30D | -10.4% | +4.1% | -14.5% | -11.8% |
| 3M | -13.2% | -9.7% | -3.4% | -9.9% |
| 6M | -23.9% | -3.8% | -20.1% | -23.0% |
| YTD | +34.2% | +38.8% | -4.6% | +17.9% |
| 1Y | +22.2% | +34.2% | -12.0% | +8.6% |
| 3Y | +79.2% | +126.9% | -47.7% | +24.6% |
| 5Y | +38.1% | +297.5% | -259.4% | -26.4% |
| 10Y | +323.6% | +1,260.5% | -936.9% | +30.1% |
| All | +200.4% | +2,410.5% | -2,210.2% | -20.2% |
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