+1,045.9%
EWY vs XPO
+10,152.6%
-9,106.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.8% |
| 7D | +8.0% | +2.7% | +5.3% | +7.7% |
| 30D | +14.3% | -6.2% | +20.5% | +15.4% |
| 3M | +2.3% | -15.4% | +17.7% | +4.6% |
| 6M | +49.9% | +0.7% | +49.1% | +50.0% |
| YTD | +95.3% | +39.8% | +55.5% | +87.2% |
| 1Y | +161.7% | +43.3% | +118.4% | +149.2% |
| 3Y | +230.2% | +166.0% | +64.1% | +185.7% |
| 5Y | +148.1% | +274.2% | -126.0% | +101.6% |
| 10Y | +293.2% | +1,429.0% | -1,135.9% | +173.0% |
| All | +1,045.9% | +10,152.6% | -9,106.7% | +570.5% |
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