+559.3%
EWZ vs XPO
+10,316.6%
-9,757.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.3% |
| 7D | +6.5% | +2.4% | +4.1% | +6.1% |
| 30D | +4.8% | -3.5% | +8.4% | +5.3% |
| 3M | +9.9% | -11.9% | +21.8% | +11.5% |
| 6M | +1.9% | -10.0% | +11.9% | +3.0% |
| YTD | +20.3% | +42.1% | -21.8% | +13.9% |
| 1Y | +35.6% | +47.6% | -12.0% | +27.2% |
| 3Y | +43.4% | +153.6% | -110.1% | +21.6% |
| 5Y | +55.9% | +266.5% | -210.6% | +22.0% |
| 10Y | +84.2% | +1,460.4% | -1,376.3% | +19.4% |
| All | +559.3% | +10,316.6% | -9,757.2% | +254.9% |
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 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