+3,748.7%
EW vs XPO
+10,316.6%
-6,567.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.3% |
| 7D | -0.3% | +2.4% | -2.8% | -0.6% |
| 30D | +1.0% | -3.5% | +4.6% | +1.3% |
| 3M | +2.8% | -11.9% | +14.7% | +3.8% |
| 6M | +5.5% | -10.0% | +15.5% | +6.2% |
| YTD | +5.5% | +42.1% | -36.6% | +1.6% |
| 1Y | +11.0% | +47.6% | -36.6% | +6.3% |
| 3Y | +17.7% | +153.6% | -135.9% | +5.2% |
| 5Y | -25.7% | +266.5% | -292.3% | -37.0% |
| 10Y | +132.8% | +1,460.4% | -1,327.6% | +76.4% |
| All | +3,748.7% | +10,316.6% | -6,567.8% | +2,621.9% |
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