+1,333.5%
ET vs XPO
+18,321.9%
-16,988.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +3.0% | +6.9% | -3.8% | +1.9% |
| 30D | -3.5% | +4.1% | -7.6% | -4.2% |
| 3M | -5.6% | -9.7% | +4.1% | -4.3% |
| 6M | +0.5% | -3.8% | +4.3% | +0.6% |
| YTD | +26.3% | +38.8% | -12.4% | +18.1% |
| 1Y | +25.7% | +34.2% | -8.6% | +17.8% |
| 3Y | +85.1% | +126.9% | -41.8% | +54.6% |
| 5Y | +216.4% | +297.5% | -81.1% | +132.1% |
| 10Y | +160.9% | +1,260.5% | -1,099.6% | +55.5% |
| All | +1,333.5% | +18,321.9% | -16,988.4% | +632.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling