+85.5%
ETN vs XPO
+151.0%
-65.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -5.7% | +9.2% | +5.3% |
| 30D | -7.5% | -12.8% | +5.3% | -3.6% |
| 3M | +8.3% | -20.0% | +28.3% | +15.4% |
| 6M | +20.2% | -6.0% | +26.2% | +21.8% |
| YTD | +34.7% | +34.0% | +0.6% | +22.2% |
| 1Y | +19.4% | +35.6% | -16.1% | +7.4% |
| 3Y | +85.5% | +152.3% | -66.8% | +36.3% |
| All | +85.5% | +151.0% | -65.5% | +36.3% |
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