+890.2%
ETR vs XPO
+10,073.3%
-9,183.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.5% | +6.9% | -5.4% | +1.1% |
| 30D | +6.6% | +4.1% | +2.5% | +6.3% |
| 3M | +4.4% | -9.7% | +14.2% | +5.0% |
| 6M | -0.3% | -3.8% | +3.5% | -0.2% |
| YTD | +23.3% | +38.8% | -15.4% | +20.5% |
| 1Y | +18.9% | +34.2% | -15.4% | +16.3% |
| 3Y | +155.5% | +126.9% | +28.6% | +139.5% |
| 5Y | +159.9% | +297.5% | -137.6% | +132.7% |
| 10Y | +377.6% | +1,260.5% | -882.9% | +299.7% |
| All | +890.2% | +10,073.3% | -9,183.1% | +666.8% |
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