+124.0%
EW vs XPO
+1,517.7%
-1,393.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -3.4% | -1.3% | -2.0% | -3.1% |
| 30D | -7.4% | -10.4% | +3.0% | -5.5% |
| 3M | +0.9% | -15.7% | +16.6% | +3.8% |
| 6M | +1.2% | -6.3% | +7.5% | +1.7% |
| YTD | +1.8% | +34.2% | -32.4% | -5.0% |
| 1Y | +10.8% | +39.9% | -29.1% | +2.0% |
| 3Y | +17.1% | +155.2% | -138.1% | -9.9% |
| 5Y | -28.2% | +264.7% | -292.9% | -51.4% |
| All | +124.0% | +1,517.7% | -1,393.7% | +11.3% |
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