-5.5%
ETN vs XPO
+38.8%
-44.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.6% | -8.2% | -9.4% |
| 7D | -10.1% | +3.5% | -13.6% | -11.1% |
| 30D | -18.4% | +2.8% | -21.2% | -19.2% |
| 3M | -20.4% | -7.5% | -12.9% | -18.5% |
| 6M | -16.0% | -5.9% | -10.0% | -14.7% |
| YTD | +11.8% | +38.4% | -26.6% | -1.3% |
| 1Y | -5.5% | +33.7% | -39.2% | -15.5% |
| All | -5.5% | +38.8% | -44.3% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling