+155.6%
ECL vs XPO
+1,410.5%
-1,254.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -1.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | -4.3% | -8.1% | +3.8% | -2.7% |
| 3M | +3.2% | -19.0% | +22.3% | +7.6% |
| 6M | -2.9% | -5.2% | +2.3% | -2.5% |
| YTD | +4.3% | +35.6% | -31.3% | -3.9% |
| 1Y | +1.6% | +41.1% | -39.5% | -7.7% |
| 3Y | +54.3% | +157.9% | -103.6% | +14.8% |
| 5Y | +26.5% | +265.6% | -239.1% | -18.3% |
| 10Y | +155.6% | +1,516.8% | -1,361.2% | +16.9% |
| All | +155.6% | +1,410.5% | -1,254.9% | +16.9% |
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