+1,007.8%
ENTG vs XPO
+10,316.6%
-9,308.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.7% | +5.2% |
| 7D | +2.8% | +2.4% | +0.4% | +2.4% |
| 30D | -4.7% | -3.5% | -1.1% | -3.7% |
| 3M | -0.7% | -11.9% | +11.2% | +2.2% |
| 6M | +7.7% | -10.0% | +17.7% | +10.4% |
| YTD | +65.1% | +42.1% | +23.0% | +53.9% |
| 1Y | +74.8% | +47.6% | +27.2% | +61.4% |
| 3Y | +36.9% | +153.6% | -116.7% | +13.6% |
| 5Y | +16.1% | +266.5% | -250.4% | -11.2% |
| 10Y | +740.3% | +1,460.4% | -720.1% | +426.6% |
| All | +1,007.8% | +10,316.6% | -9,308.7% | +494.1% |
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