+350.4%
ELF vs XPO
+1,411.9%
-1,061.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +0.9% |
| 7D | +7.8% | -1.9% | +9.8% | +8.4% |
| 30D | +9.3% | +2.5% | +6.8% | +8.3% |
| 3M | +21.2% | -7.2% | +28.4% | +23.6% |
| 6M | +96.1% | -8.1% | +104.2% | +99.4% |
| YTD | +57.0% | +38.3% | +18.6% | +39.3% |
| 1Y | +61.9% | +33.6% | +28.3% | +45.1% |
| 3Y | +20.0% | +133.1% | -113.1% | -12.7% |
| 5Y | +284.8% | +308.9% | -24.2% | +122.8% |
| 10Y | +364.2% | +1,371.8% | -1,007.5% | +92.7% |
| All | +350.4% | +1,411.9% | -1,061.5% | +89.2% |
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