+303.5%
EWY vs XPO
+1,516.3%
-1,212.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -5.7% | +5.6% | +1.4% |
| 30D | +7.3% | -12.8% | +20.1% | +11.1% |
| 3M | -5.1% | -20.0% | +14.8% | +0.1% |
| 6M | +42.1% | -6.0% | +48.1% | +44.5% |
| YTD | +94.1% | +34.0% | +60.1% | +80.6% |
| 1Y | +147.8% | +35.6% | +112.3% | +128.4% |
| 3Y | +222.9% | +152.3% | +70.6% | +143.1% |
| 5Y | +150.6% | +264.4% | -113.7% | +63.0% |
| All | +303.5% | +1,516.3% | -1,212.8% | +82.1% |
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