+1,077.9%
ENTG vs XPO
+10,300.9%
-9,223.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.3% |
| 7D | +15.2% | +9.0% | +6.2% | +13.2% |
| 30D | -3.6% | +4.2% | -7.8% | -4.4% |
| 3M | -10.0% | -8.7% | -1.3% | -8.1% |
| 6M | +1.8% | -2.8% | +4.5% | +2.6% |
| YTD | +75.5% | +41.9% | +33.6% | +63.8% |
| 1Y | +82.4% | +42.3% | +40.1% | +70.1% |
| 3Y | +58.5% | +127.3% | -68.8% | +34.5% |
| 5Y | +0.4% | +306.4% | -306.0% | -24.3% |
| 10Y | +759.6% | +1,290.9% | -531.3% | +445.0% |
| All | +1,077.9% | +10,300.9% | -9,223.1% | +532.1% |
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