+141.9%
EWJ vs XPO
+1,516.3%
-1,374.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.3% | -5.7% | +5.9% | +1.3% |
| 30D | +0.8% | -12.8% | +13.6% | +3.1% |
| 3M | +7.5% | -20.0% | +27.5% | +11.4% |
| 6M | +15.6% | -6.0% | +21.6% | +16.3% |
| YTD | +22.7% | +34.0% | -11.3% | +15.8% |
| 1Y | +26.4% | +35.6% | -9.1% | +18.6% |
| 3Y | +72.5% | +152.3% | -79.8% | +41.1% |
| 5Y | +52.4% | +264.4% | -211.9% | +12.7% |
| All | +141.9% | +1,516.3% | -1,374.4% | +39.3% |
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