+45.5%
ENTG vs XPO
+151.2%
-105.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.4% |
| 7D | +5.1% | -1.3% | +6.5% | +5.9% |
| 30D | -8.5% | -10.4% | +1.8% | -2.9% |
| 3M | +6.7% | -15.7% | +22.4% | +16.9% |
| 6M | +17.7% | -6.3% | +24.1% | +21.7% |
| YTD | +63.5% | +34.2% | +29.3% | +40.3% |
| 1Y | +73.6% | +39.9% | +33.6% | +44.5% |
| All | +45.5% | +151.2% | -105.7% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling