-68.4%
EL vs XPO
+262.4%
-330.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.0% |
| 7D | -2.4% | -0.9% | -1.4% | -2.1% |
| 30D | +13.7% | -8.1% | +21.8% | +16.3% |
| 3M | +14.5% | -19.0% | +33.5% | +21.3% |
| 6M | +7.4% | -5.2% | +12.6% | +7.8% |
| YTD | -4.7% | +35.6% | -40.3% | -15.3% |
| 1Y | +12.9% | +41.1% | -28.2% | -1.5% |
| 3Y | -32.2% | +157.9% | -190.1% | -54.7% |
| 5Y | -68.4% | +265.6% | -334.0% | -83.1% |
| All | -68.4% | +262.4% | -330.8% | -83.1% |
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 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