+18.7%
EWZ vs XPO
+133.2%
-114.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +1.1% |
| 7D | +0.8% | +9.0% | -8.2% | -0.2% |
| 30D | -24.4% | +4.2% | -28.5% | -24.7% |
| 3M | -4.6% | -8.7% | +4.1% | -3.8% |
| 6M | -11.6% | -2.8% | -8.8% | -11.6% |
| YTD | +2.4% | +41.9% | -39.5% | -1.5% |
| 1Y | +2.1% | +42.3% | -40.2% | -1.9% |
| 3Y | +18.7% | +127.3% | -108.6% | +9.8% |
| All | +18.7% | +133.2% | -114.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling