+2,908.7%
ETN vs XPO
+9,736.1%
-6,827.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.3% |
| 7D | +3.0% | -1.3% | +4.4% | +3.2% |
| 30D | -10.9% | -10.4% | -0.6% | -9.4% |
| 3M | +9.2% | -15.7% | +24.9% | +12.0% |
| 6M | +13.9% | -6.3% | +20.3% | +14.8% |
| YTD | +29.5% | +34.2% | -4.6% | +23.3% |
| 1Y | +14.2% | +39.9% | -25.7% | +7.7% |
| 3Y | +79.9% | +155.2% | -75.4% | +53.0% |
| 5Y | +175.7% | +264.7% | -89.0% | +117.7% |
| 10Y | +693.2% | +1,500.1% | -806.8% | +420.6% |
| All | +2,908.7% | +9,736.1% | -6,827.4% | +1,605.7% |
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