+26.4%
ET vs XPO
+38.8%
-12.4%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.5% |
| 7D | -6.0% | +3.5% | -9.5% | -5.9% |
| 30D | -6.1% | +2.8% | -8.9% | -6.0% |
| 3M | -2.7% | -7.5% | +4.8% | -2.9% |
| 6M | +0.2% | -5.9% | +6.2% | +0.2% |
| YTD | +24.3% | +38.4% | -14.0% | +29.0% |
| 1Y | +26.4% | +33.7% | -7.3% | +30.9% |
| All | +26.4% | +38.8% | -12.4% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling