+20.4%
EL vs XPO
+53.4%
-33.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +2.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.3% |
| 30D | +19.8% | -3.5% | +23.4% | +20.4% |
| 3M | +25.7% | -11.9% | +37.6% | +28.5% |
| 6M | +5.4% | -10.0% | +15.4% | +6.5% |
| YTD | +0.2% | +42.1% | -41.9% | -10.6% |
| 1Y | +20.4% | +47.6% | -27.2% | +7.0% |
| All | +20.4% | +53.4% | -33.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling