+36.4%
EWZ vs XPO
+45.2%
-8.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | +5.6% | +2.7% | +2.9% | +5.2% |
| 30D | +9.3% | -6.2% | +15.4% | +10.1% |
| 3M | +15.7% | -15.4% | +31.1% | +18.2% |
| 6M | +7.4% | +0.7% | +6.7% | +6.9% |
| YTD | +22.7% | +39.8% | -17.2% | +20.2% |
| 1Y | +36.4% | +43.3% | -6.9% | +33.4% |
| All | +36.4% | +45.2% | -8.9% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling