+513.6%
EWT vs XPO
+1,516.3%
-1,002.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -5.7% | +4.5% | 0.0% |
| 30D | +4.5% | -12.8% | +17.3% | +7.3% |
| 3M | +8.3% | -20.0% | +28.2% | +13.0% |
| 6M | +54.2% | -6.0% | +60.3% | +55.7% |
| YTD | +74.6% | +34.0% | +40.5% | +63.3% |
| 1Y | +84.9% | +35.6% | +49.3% | +71.7% |
| 3Y | +197.5% | +152.3% | +45.2% | +135.0% |
| 5Y | +150.6% | +264.4% | -113.8% | +75.5% |
| All | +513.6% | +1,516.3% | -1,002.7% | +217.1% |
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