+163.1%
ET vs XPO
+1,266.4%
-1,103.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +2.5% | +9.0% | -6.4% | +0.7% |
| 30D | -2.5% | +4.2% | -6.6% | -3.5% |
| 3M | -4.9% | -8.7% | +3.8% | -3.3% |
| 6M | -0.1% | -2.8% | +2.7% | -0.3% |
| YTD | +26.2% | +41.9% | -15.6% | +14.4% |
| 1Y | +25.2% | +42.3% | -17.2% | +13.0% |
| 3Y | +84.2% | +127.3% | -43.1% | +42.1% |
| 5Y | +216.1% | +306.4% | -90.3% | +98.4% |
| All | +163.1% | +1,266.4% | -1,103.3% | +20.9% |
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 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