+667.9%
EL vs XPO
+10,316.6%
-9,648.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +2.5% |
| 7D | +0.8% | +2.4% | -1.6% | +0.5% |
| 30D | +19.8% | -3.5% | +23.4% | +20.2% |
| 3M | +25.7% | -11.9% | +37.6% | +27.3% |
| 6M | +5.4% | -10.0% | +15.4% | +6.3% |
| YTD | +0.2% | +42.1% | -41.9% | -4.3% |
| 1Y | +20.4% | +47.6% | -27.2% | +14.4% |
| 3Y | -32.1% | +153.6% | -185.7% | -39.9% |
| 5Y | -67.2% | +266.5% | -333.7% | -72.5% |
| 10Y | +31.7% | +1,460.4% | -1,428.7% | -1.0% |
| All | +667.9% | +10,316.6% | -9,648.7% | +449.7% |
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