+142.7%
EWY vs XPO
+257.8%
-115.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | +1.2% | -1.3% | +2.6% | +1.6% |
| 30D | +9.3% | -10.4% | +19.6% | +12.3% |
| 3M | +2.4% | -15.7% | +18.1% | +6.7% |
| 6M | +40.3% | -6.3% | +46.6% | +42.8% |
| YTD | +88.0% | +34.2% | +53.8% | +76.4% |
| 1Y | +143.8% | +39.9% | +103.9% | +125.1% |
| 3Y | +217.8% | +155.2% | +62.5% | +141.2% |
| 5Y | +142.7% | +264.7% | -121.9% | +56.0% |
| All | +142.7% | +257.8% | -115.1% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling