+1,012.7%
EWT vs XPO
+9,839.2%
-8,826.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | +2.1% | -0.9% | +3.1% | +2.2% |
| 30D | +9.4% | -8.1% | +17.5% | +10.3% |
| 3M | +10.9% | -19.0% | +29.9% | +13.2% |
| 6M | +57.9% | -5.2% | +63.1% | +58.6% |
| YTD | +75.9% | +35.6% | +40.3% | +69.9% |
| 1Y | +89.7% | +41.1% | +48.6% | +82.1% |
| 3Y | +200.9% | +157.9% | +43.0% | +168.2% |
| 5Y | +154.5% | +265.6% | -111.1% | +115.3% |
| 10Y | +520.8% | +1,516.8% | -996.0% | +361.0% |
| All | +1,012.7% | +9,839.2% | -8,826.5% | +651.0% |
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