+137.3%
ETSY vs XPO
+1,141.2%
-1,003.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.3% |
| 7D | -12.9% | -0.9% | -12.0% | -12.7% |
| 30D | -11.5% | -8.1% | -3.4% | -9.4% |
| 3M | +3.5% | -19.0% | +22.6% | +9.6% |
| 6M | +27.6% | -5.2% | +32.8% | +27.7% |
| YTD | +28.4% | +35.6% | -7.2% | +13.5% |
| 1Y | +27.1% | +41.1% | -14.0% | +9.8% |
| 3Y | +6.0% | +157.9% | -151.9% | -29.8% |
| 5Y | -67.1% | +265.6% | -332.8% | -81.5% |
| 10Y | +421.9% | +1,516.8% | -1,094.9% | +92.9% |
| All | +137.3% | +1,141.2% | -1,003.9% | -22.9% |
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 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