+38.9%
ECL vs XPO
+306.2%
-267.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.1% |
| 7D | +2.9% | +9.0% | -6.1% | +1.1% |
| 30D | +7.5% | +4.2% | +3.3% | +6.5% |
| 3M | +12.2% | -8.7% | +20.9% | +14.0% |
| 6M | +24.6% | -2.8% | +27.3% | +24.4% |
| YTD | +18.8% | +41.9% | -23.1% | +8.9% |
| 1Y | +19.3% | +42.3% | -23.0% | +9.1% |
| 3Y | +78.2% | +127.3% | -49.1% | +37.1% |
| All | +38.9% | +306.2% | -267.3% | -17.8% |
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 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