+889.1%
ETR vs XPO
+10,300.9%
-9,411.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +1.2% | +9.0% | -7.8% | +0.6% |
| 30D | +7.0% | +4.2% | +2.8% | +6.7% |
| 3M | +4.6% | -8.7% | +13.3% | +5.1% |
| 6M | +0.1% | -2.8% | +2.9% | +0.1% |
| YTD | +23.2% | +41.9% | -18.7% | +20.2% |
| 1Y | +20.6% | +42.3% | -21.7% | +17.6% |
| 3Y | +156.3% | +127.3% | +29.0% | +140.3% |
| 5Y | +159.6% | +306.4% | -146.7% | +132.1% |
| 10Y | +377.1% | +1,290.9% | -913.9% | +298.7% |
| All | +889.1% | +10,300.9% | -9,411.8% | +665.0% |
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