+847.9%
ETR vs XPO
+9,839.2%
-8,991.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +2.0% | -8.1% | +10.1% | +2.5% |
| 3M | -1.7% | -19.0% | +17.4% | -0.6% |
| 6M | +3.6% | -5.2% | +8.8% | +3.7% |
| YTD | +18.0% | +35.6% | -17.5% | +15.5% |
| 1Y | +26.2% | +41.1% | -14.9% | +23.1% |
| 3Y | +148.0% | +157.9% | -9.9% | +130.7% |
| 5Y | +126.1% | +265.6% | -139.6% | +103.2% |
| 10Y | +302.3% | +1,516.8% | -1,214.5% | +235.4% |
| All | +847.9% | +9,839.2% | -8,991.3% | +635.4% |
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 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