-64.8%
EL vs XPO
+315.9%
-380.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +12.3% | +4.7% | +7.6% | +10.6% |
| 3M | +28.4% | -7.1% | +35.5% | +30.7% |
| 6M | +36.7% | -6.3% | +43.0% | +38.0% |
| YTD | +8.4% | +39.1% | -30.7% | -4.8% |
| 1Y | +25.4% | +36.7% | -11.3% | +10.5% |
| 3Y | +3.4% | +127.4% | -124.0% | -27.6% |
| 5Y | -64.8% | +315.0% | -379.8% | -81.6% |
| All | -64.8% | +315.9% | -380.6% | -81.6% |
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