+21.8%
ENTG vs XPO
+262.4%
-240.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +3.1% |
| 7D | +8.9% | -0.9% | +9.9% | +9.5% |
| 30D | -0.8% | -8.1% | +7.3% | +4.2% |
| 3M | +6.6% | -19.0% | +25.6% | +19.9% |
| 6M | +22.1% | -5.2% | +27.3% | +25.5% |
| YTD | +70.2% | +35.6% | +34.6% | +43.1% |
| 1Y | +76.7% | +41.1% | +35.6% | +43.7% |
| 3Y | +50.5% | +157.9% | -107.4% | -17.2% |
| 5Y | +21.8% | +265.6% | -243.8% | -52.5% |
| All | +21.8% | +262.4% | -240.6% | -52.5% |
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 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