+273.7%
ELV vs XPO
+1,516.3%
-1,242.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -5.7% | +8.9% | +4.3% |
| 30D | +5.4% | -12.8% | +18.2% | +7.8% |
| 3M | +5.4% | -20.0% | +25.3% | +9.3% |
| 6M | +45.7% | -6.0% | +51.8% | +46.3% |
| YTD | +21.2% | +34.0% | -12.8% | +13.1% |
| 1Y | +35.6% | +35.6% | +0.1% | +25.6% |
| 3Y | -2.0% | +152.3% | -154.3% | -23.9% |
| 5Y | +26.0% | +264.4% | -238.4% | -14.4% |
| All | +273.7% | +1,516.3% | -1,242.6% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling