+301.7%
ELF vs XPO
+1,266.4%
-964.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +3.2% |
| 7D | +1.6% | +9.0% | -7.4% | -1.0% |
| 30D | +9.1% | +4.2% | +4.9% | +7.6% |
| 3M | +28.2% | -8.7% | +36.8% | +31.4% |
| 6M | +119.5% | -2.8% | +122.3% | +119.5% |
| YTD | +55.2% | +41.9% | +13.3% | +36.7% |
| 1Y | +58.6% | +42.3% | +16.3% | +39.5% |
| 3Y | +21.3% | +127.3% | -106.0% | -11.1% |
| 5Y | +276.2% | +306.4% | -30.2% | +118.2% |
| All | +301.7% | +1,266.4% | -964.7% | +79.8% |
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