+264.9%
EWJ vs XPO
+9,839.2%
-9,574.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +1.0% | -8.1% | +9.1% | +1.7% |
| 3M | +7.2% | -19.0% | +26.3% | +9.1% |
| 6M | +13.9% | -5.2% | +19.1% | +14.2% |
| YTD | +20.8% | +35.6% | -14.8% | +17.3% |
| 1Y | +26.4% | +41.1% | -14.7% | +22.0% |
| 3Y | +71.8% | +157.9% | -86.2% | +55.8% |
| 5Y | +49.9% | +265.6% | -215.8% | +30.1% |
| 10Y | +140.0% | +1,516.8% | -1,376.8% | +86.7% |
| All | +264.9% | +9,839.2% | -9,574.2% | +159.5% |
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