+173.8%
ET vs XPO
+1,516.3%
-1,342.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.2% | -5.7% | +5.9% | +1.5% |
| 30D | +2.9% | -12.8% | +15.7% | +5.8% |
| 3M | +16.8% | -20.0% | +36.8% | +22.0% |
| 6M | +18.9% | -6.0% | +24.9% | +19.2% |
| YTD | +37.7% | +34.0% | +3.7% | +26.5% |
| 1Y | +32.4% | +35.6% | -3.1% | +20.4% |
| 3Y | +99.5% | +152.3% | -52.8% | +49.0% |
| 5Y | +244.0% | +264.4% | -20.4% | +121.2% |
| All | +173.8% | +1,516.3% | -1,342.5% | +17.1% |
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