+22.3%
EL vs XPO
+38.8%
-16.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.6% |
| 7D | +2.5% | +3.5% | -1.0% | +1.8% |
| 30D | +20.1% | +2.8% | +17.2% | +19.3% |
| 3M | +29.3% | -7.5% | +36.8% | +30.5% |
| 6M | +38.8% | -5.9% | +44.7% | +39.4% |
| YTD | +8.1% | +38.4% | -30.3% | -3.8% |
| 1Y | +22.3% | +33.7% | -11.4% | +10.1% |
| All | +22.3% | +38.8% | -16.4% | +10.1% |
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