-34.6%
ELAN vs XPO
+363.1%
-397.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.8% |
| 7D | -4.6% | -0.9% | -3.6% | -4.3% |
| 30D | +5.7% | -8.1% | +13.8% | +8.2% |
| 3M | -3.9% | -19.0% | +15.2% | +1.9% |
| 6M | -1.6% | -5.2% | +3.6% | -0.6% |
| YTD | +4.1% | +35.6% | -31.5% | -6.0% |
| 1Y | +25.5% | +41.1% | -15.6% | +11.0% |
| 3Y | +103.2% | +157.9% | -54.7% | +44.1% |
| 5Y | -29.8% | +265.6% | -295.4% | -57.4% |
| All | -34.6% | +363.1% | -397.6% | -63.2% |
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