+396.7%
EFA vs XPO
+9,839.2%
-9,442.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.8% |
| 7D | -0.5% | -0.9% | +0.5% | -0.4% |
| 30D | -1.3% | -8.1% | +6.8% | -0.5% |
| 3M | +5.2% | -19.0% | +24.2% | +7.4% |
| 6M | +9.4% | -5.2% | +14.5% | +9.7% |
| YTD | +12.7% | +35.6% | -22.8% | +8.7% |
| 1Y | +19.3% | +41.1% | -21.8% | +14.2% |
| 3Y | +66.3% | +157.9% | -91.6% | +47.1% |
| 5Y | +53.4% | +265.6% | -212.3% | +28.4% |
| 10Y | +144.4% | +1,516.8% | -1,372.4% | +77.9% |
| All | +396.7% | +9,839.2% | -9,442.5% | +218.9% |
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