+23.5%
EL vs XPO
+1,517.7%
-1,494.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -4.4% | -1.3% | -3.0% | -4.0% |
| 30D | +10.3% | -10.4% | +20.6% | +13.1% |
| 3M | +13.4% | -15.7% | +29.0% | +17.9% |
| 6M | +3.1% | -6.3% | +9.4% | +3.9% |
| YTD | -6.9% | +34.2% | -41.1% | -15.1% |
| 1Y | +11.9% | +39.9% | -28.0% | +0.5% |
| 3Y | -33.8% | +155.2% | -189.0% | -51.0% |
| 5Y | -69.0% | +264.7% | -333.6% | -80.1% |
| All | +23.5% | +1,517.7% | -1,494.2% | -32.4% |
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