+245.3%
ET vs XPO
+262.4%
-17.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.2% |
| 7D | +0.6% | -0.9% | +1.6% | +0.8% |
| 30D | +5.3% | -8.1% | +13.4% | +6.4% |
| 3M | +15.6% | -19.0% | +34.7% | +18.8% |
| 6M | +20.6% | -5.2% | +25.8% | +20.7% |
| YTD | +38.5% | +35.6% | +3.0% | +30.5% |
| 1Y | +35.7% | +41.1% | -5.4% | +26.3% |
| 3Y | +98.4% | +157.9% | -59.6% | +62.0% |
| 5Y | +245.3% | +265.6% | -20.3% | +144.9% |
| All | +245.3% | +262.4% | -17.1% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling