+1,336.5%
ENB vs XPO
+10,300.9%
-8,964.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | +3.1% | +9.0% | -5.8% | +2.4% |
| 30D | +2.1% | +4.2% | -2.0% | +1.7% |
| 3M | -4.4% | -8.7% | +4.2% | -3.8% |
| 6M | -10.1% | -2.8% | -7.3% | -10.1% |
| YTD | +5.2% | +41.9% | -36.7% | +1.4% |
| 1Y | +4.2% | +42.3% | -38.1% | +0.4% |
| 3Y | +70.1% | +127.3% | -57.2% | +54.4% |
| 5Y | +59.4% | +306.4% | -247.0% | +34.8% |
| 10Y | +109.5% | +1,290.9% | -1,181.4% | +59.1% |
| All | +1,336.5% | +10,300.9% | -8,964.4% | +903.8% |
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 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