+128.3%
ETR vs XPO
+261.5%
-133.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +2.0% | -8.1% | +10.1% | +2.6% |
| 3M | -1.7% | -19.0% | +17.4% | -0.3% |
| 6M | +3.6% | -5.2% | +8.8% | +3.7% |
| YTD | +18.0% | +35.6% | -17.5% | +14.7% |
| 1Y | +26.2% | +41.1% | -14.9% | +22.0% |
| 3Y | +148.0% | +157.9% | -9.9% | +121.8% |
| All | +128.3% | +261.5% | -133.3% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling