+265.6%
XPO vs ESTC
-46.4%
+312.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | -0.9% | -3.3% | +2.4% | -0.3% |
| 30D | -8.1% | +13.4% | -21.5% | -11.9% |
| 3M | -19.0% | +41.3% | -60.4% | -27.1% |
| 6M | -5.2% | +62.6% | -67.8% | -18.7% |
| YTD | +35.6% | +14.8% | +20.8% | +26.3% |
| 1Y | +41.1% | -5.1% | +46.2% | +37.3% |
| 3Y | +157.9% | +11.2% | +146.8% | +122.7% |
| 5Y | +265.6% | -47.0% | +312.6% | +219.5% |
| All | +265.6% | -46.4% | +312.0% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling