+96.7%
ELAN vs XPO
+151.0%
-54.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -5.7% | +0.2% | -3.8% |
| 30D | +4.7% | -12.8% | +17.5% | +8.9% |
| 3M | -3.7% | -20.0% | +16.3% | +2.5% |
| 6M | -1.2% | -6.0% | +4.9% | +0.2% |
| YTD | +2.4% | +34.0% | -31.7% | -6.8% |
| 1Y | +23.4% | +35.6% | -12.2% | +10.9% |
| 3Y | +96.7% | +152.3% | -55.6% | +53.0% |
| All | +96.7% | +151.0% | -54.3% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling