+62.4%
EWY vs XPO
+38.8%
+23.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | -8.3% | +3.5% | -11.8% | -9.6% |
| 30D | -20.5% | +2.8% | -23.4% | -21.7% |
| 3M | -11.1% | -7.5% | -3.6% | -8.4% |
| 6M | -7.0% | -5.9% | -1.1% | -4.5% |
| YTD | +56.5% | +38.4% | +18.1% | +52.1% |
| 1Y | +62.4% | +33.7% | +28.7% | +58.1% |
| All | +62.4% | +38.8% | +23.6% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling