+1,388.1%
ENB vs XPO
+10,316.6%
-8,928.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -1.2% |
| 7D | -0.2% | +2.4% | -2.6% | -0.4% |
| 30D | -2.2% | -3.5% | +1.3% | -2.0% |
| 3M | -10.5% | -11.9% | +1.4% | -9.7% |
| 6M | -5.1% | -10.0% | +4.9% | -4.6% |
| YTD | +9.0% | +42.1% | -33.1% | +5.2% |
| 1Y | +8.2% | +47.6% | -39.4% | +3.8% |
| 3Y | +67.8% | +153.6% | -85.8% | +50.7% |
| 5Y | +69.4% | +266.5% | -197.1% | +44.4% |
| 10Y | +117.5% | +1,460.4% | -1,342.9% | +64.2% |
| All | +1,388.1% | +10,316.6% | -8,928.4% | +940.5% |
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