+0.5%
ET vs XPO
-5.7%
+6.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | +3.0% | +6.9% | -3.8% | +3.0% |
| 30D | -3.5% | +4.1% | -7.6% | -3.5% |
| 3M | -5.6% | -9.7% | +4.1% | -5.9% |
| 6M | +0.5% | -3.8% | +4.3% | +0.8% |
| All | +0.5% | -5.7% | +6.2% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling