-29.4%
EW vs XPO
+271.9%
-301.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.3% |
| 7D | -4.4% | +2.7% | -7.1% | -4.9% |
| 30D | -3.3% | -6.2% | +2.8% | -2.4% |
| 3M | +1.0% | -15.4% | +16.4% | +3.6% |
| 6M | +6.2% | +0.7% | +5.5% | +5.4% |
| YTD | +1.7% | +39.8% | -38.1% | -5.1% |
| 1Y | +8.1% | +43.3% | -35.2% | -0.1% |
| 3Y | +17.1% | +166.0% | -149.0% | -11.1% |
| 5Y | -29.4% | +274.2% | -303.5% | -54.4% |
| All | -29.4% | +271.9% | -301.3% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling