+338.3%
ELF vs XPO
+1,322.8%
-984.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.5% | +5.6% |
| 7D | +4.0% | -6.7% | +10.6% | +6.1% |
| 30D | +10.6% | -1.9% | +12.5% | +11.1% |
| 3M | +25.8% | -9.9% | +35.7% | +29.6% |
| 6M | +89.1% | -16.4% | +105.4% | +97.9% |
| YTD | +52.7% | +30.2% | +22.5% | +38.1% |
| 1Y | +51.7% | +29.9% | +21.9% | +37.1% |
| 3Y | +14.2% | +122.6% | -108.4% | -15.8% |
| 5Y | +270.7% | +278.9% | -8.2% | +119.6% |
| 10Y | +341.9% | +1,375.3% | -1,033.4% | +84.8% |
| All | +338.3% | +1,322.8% | -984.5% | +87.6% |
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