+290.1%
ETR vs XPO
+1,516.3%
-1,226.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.8% | -5.7% | +3.8% | -1.1% |
| 30D | -1.8% | -12.8% | +11.1% | -0.1% |
| 3M | -3.6% | -20.0% | +16.4% | -1.0% |
| 6M | +2.6% | -6.0% | +8.7% | +2.9% |
| YTD | +16.0% | +34.0% | -18.0% | +10.7% |
| 1Y | +20.1% | +35.6% | -15.4% | +14.1% |
| 3Y | +143.6% | +152.3% | -8.7% | +105.0% |
| 5Y | +124.4% | +264.4% | -140.0% | +72.6% |
| All | +290.1% | +1,516.3% | -1,226.2% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling