+64.0%
ENB vs XPO
+257.8%
-193.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.8% |
| 7D | -4.6% | -1.3% | -3.2% | -4.5% |
| 30D | -5.2% | -10.4% | +5.1% | -4.5% |
| 3M | -13.4% | -15.7% | +2.3% | -12.4% |
| 6M | -7.8% | -6.3% | -1.5% | -7.7% |
| YTD | +4.9% | +34.2% | -29.3% | +1.6% |
| 1Y | +3.2% | +39.9% | -36.7% | -0.6% |
| 3Y | +71.0% | +155.2% | -84.3% | +48.9% |
| 5Y | +64.0% | +264.7% | -200.7% | +26.8% |
| All | +64.0% | +257.8% | -193.8% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling