+1,458.7%
ET vs XPO
+18,762.4%
-17,303.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.4% |
| 7D | +0.9% | +2.4% | -1.5% | +0.5% |
| 30D | +7.5% | -3.5% | +11.0% | +8.0% |
| 3M | +11.4% | -11.9% | +23.3% | +13.3% |
| 6M | +18.5% | -10.0% | +28.5% | +19.6% |
| YTD | +37.4% | +42.1% | -4.7% | +28.1% |
| 1Y | +30.9% | +47.6% | -16.7% | +20.7% |
| 3Y | +98.7% | +153.6% | -54.8% | +62.7% |
| 5Y | +230.7% | +266.5% | -35.8% | +145.8% |
| 10Y | +175.6% | +1,460.4% | -1,284.9% | +61.6% |
| All | +1,458.7% | +18,762.4% | -17,303.7% | +694.8% |
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 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