-27.0%
ETHA vs XPO
+61.6%
-88.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +3.5% | -5.7% | +9.1% | +5.5% |
| 30D | +35.3% | -12.8% | +48.1% | +41.4% |
| 3M | +50.9% | -20.0% | +70.8% | +61.8% |
| 6M | +22.1% | -6.0% | +28.2% | +22.3% |
| YTD | -14.6% | +34.0% | -48.6% | -26.9% |
| 1Y | -42.8% | +35.6% | -78.3% | -51.8% |
| All | -27.0% | +61.6% | -88.6% | -44.5% |
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 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