+293.6%
ELF vs XPO
+1,428.2%
-1,134.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.4% |
| 7D | -1.2% | +2.7% | -3.9% | -1.9% |
| 30D | +5.9% | -6.2% | +12.1% | +7.8% |
| 3M | +99.5% | -15.4% | +114.9% | +108.7% |
| 6M | +26.5% | +0.7% | +25.8% | +25.0% |
| YTD | +37.2% | +39.8% | -2.7% | +21.5% |
| 1Y | -24.4% | +43.3% | -67.7% | -33.7% |
| 3Y | -23.3% | +166.0% | -189.4% | -46.6% |
| 5Y | +245.2% | +274.2% | -29.0% | +104.6% |
| All | +293.6% | +1,428.2% | -1,134.6% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling