+84.1%
EWZ vs XPO
+1,450.2%
-1,366.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.4% |
| 7D | +5.6% | +2.7% | +2.9% | +4.9% |
| 30D | +9.3% | -6.2% | +15.4% | +10.7% |
| 3M | +15.7% | -15.4% | +31.1% | +19.8% |
| 6M | +7.4% | +0.7% | +6.7% | +6.4% |
| YTD | +22.7% | +39.8% | -17.2% | +11.5% |
| 1Y | +36.4% | +43.3% | -6.9% | +22.2% |
| 3Y | +50.4% | +166.0% | -115.6% | +7.4% |
| 5Y | +67.6% | +274.2% | -206.5% | +1.8% |
| 10Y | +84.1% | +1,429.0% | -1,345.0% | -28.3% |
| All | +84.1% | +1,450.2% | -1,366.1% | -28.3% |
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