+17.1%
EW vs XPO
+159.4%
-142.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.4% |
| 7D | -4.4% | +2.7% | -7.1% | -4.6% |
| 30D | -3.3% | -6.2% | +2.8% | -2.9% |
| 3M | +1.0% | -15.4% | +16.4% | +2.4% |
| 6M | +6.2% | +0.7% | +5.5% | +5.8% |
| YTD | +1.7% | +39.8% | -38.1% | -1.4% |
| 1Y | +8.1% | +43.3% | -35.2% | +4.4% |
| 3Y | +17.1% | +166.0% | -149.0% | +1.9% |
| All | +17.1% | +159.4% | -142.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling