+255.0%
ELF vs XPO
+265.7%
-10.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +0.7% |
| 7D | +5.4% | +2.4% | +2.9% | +4.6% |
| 30D | +27.0% | -3.5% | +30.5% | +28.2% |
| 3M | +113.2% | -11.9% | +125.1% | +120.5% |
| 6M | +36.6% | -10.0% | +46.5% | +39.3% |
| YTD | +44.2% | +42.1% | +2.1% | +26.4% |
| 1Y | -18.0% | +47.6% | -65.6% | -29.2% |
| 3Y | -19.9% | +153.6% | -173.5% | -44.1% |
| All | +255.0% | +265.7% | -10.7% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling