+142.8%
EFA vs XPO
+1,516.3%
-1,373.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.5% | -5.7% | +4.1% | -0.4% |
| 30D | -1.7% | -12.8% | +11.1% | +0.8% |
| 3M | +3.5% | -20.0% | +23.5% | +7.6% |
| 6M | +9.5% | -6.0% | +15.5% | +10.2% |
| YTD | +12.9% | +34.0% | -21.2% | +5.6% |
| 1Y | +18.2% | +35.6% | -17.3% | +9.8% |
| 3Y | +64.8% | +152.3% | -87.5% | +29.6% |
| 5Y | +53.9% | +264.4% | -210.5% | +7.0% |
| All | +142.8% | +1,516.3% | -1,373.5% | +26.5% |
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