+88.5%
ENB vs XPO
+1,516.3%
-1,427.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.7% | -5.7% | +1.0% | -3.8% |
| 30D | -5.9% | -12.8% | +6.9% | -4.0% |
| 3M | -14.2% | -20.0% | +5.7% | -11.6% |
| 6M | -8.6% | -6.0% | -2.5% | -8.3% |
| YTD | +3.9% | +34.0% | -30.2% | -1.9% |
| 1Y | +1.8% | +35.6% | -33.7% | -4.5% |
| 3Y | +68.5% | +152.3% | -83.8% | +35.5% |
| 5Y | +62.4% | +264.4% | -201.9% | +16.5% |
| All | +88.5% | +1,516.3% | -1,427.8% | -1.3% |
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