+313.8%
ELF vs XPO
+1,452.6%
-1,138.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +0.8% |
| 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% | +120.3% |
| 6M | +36.6% | -10.0% | +46.5% | +39.3% |
| YTD | +44.2% | +42.1% | +2.1% | +27.1% |
| 1Y | -18.0% | +47.6% | -65.6% | -28.7% |
| 3Y | -19.9% | +153.6% | -173.5% | -43.4% |
| 5Y | +257.7% | +266.5% | -8.8% | +113.3% |
| All | +313.8% | +1,452.6% | -1,138.8% | +72.7% |
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