+726.2%
EL vs XPO
+10,300.9%
-9,574.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | +1.5% | +9.0% | -7.4% | +0.5% |
| 30D | +10.0% | +4.2% | +5.8% | +9.4% |
| 3M | +28.4% | -8.7% | +37.1% | +29.6% |
| 6M | +37.1% | -2.8% | +39.8% | +37.1% |
| YTD | +7.8% | +41.9% | -34.0% | +3.0% |
| 1Y | +26.0% | +42.3% | -16.3% | +20.2% |
| 3Y | +3.8% | +127.3% | -123.4% | -6.9% |
| 5Y | -65.2% | +306.4% | -371.6% | -71.0% |
| 10Y | +62.1% | +1,290.9% | -1,228.8% | +22.5% |
| All | +726.2% | +10,300.9% | -9,574.7% | +491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling