+46.0%
ELF vs XPO
+36.4%
+9.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +3.4% | +6.9% | -3.5% | +1.5% |
| 30D | +5.0% | +4.1% | +0.9% | +3.7% |
| 3M | +22.6% | -9.7% | +32.3% | +25.3% |
| 6M | +104.0% | -3.8% | +107.8% | +102.1% |
| YTD | +49.3% | +38.8% | +10.5% | +27.1% |
| 1Y | +46.0% | +34.2% | +11.8% | +26.0% |
| All | +46.0% | +36.4% | +9.6% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling