+50.3%
EWZ vs XPO
+1,421.2%
-1,370.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +0.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.8% |
| 30D | -25.1% | +2.5% | -27.6% | -25.6% |
| 3M | -7.7% | -7.2% | -0.5% | -6.5% |
| 6M | -15.8% | -8.1% | -7.8% | -14.9% |
| YTD | +3.6% | +38.3% | -34.7% | -5.7% |
| 1Y | +5.5% | +33.6% | -28.1% | -3.5% |
| 3Y | +22.1% | +133.1% | -111.0% | -8.8% |
| 5Y | +58.3% | +308.9% | -250.6% | -5.8% |
| 10Y | +50.3% | +1,371.8% | -1,321.5% | -22.9% |
| All | +50.3% | +1,421.2% | -1,370.9% | -22.9% |
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