+165.6%
EFV vs XPO
+1,516.3%
-1,350.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.8% | -5.7% | +4.8% | +0.3% |
| 30D | +0.6% | -12.8% | +13.4% | +3.1% |
| 3M | +7.5% | -20.0% | +27.5% | +11.7% |
| 6M | +13.0% | -6.0% | +19.1% | +13.7% |
| YTD | +18.3% | +34.0% | -15.7% | +10.8% |
| 1Y | +26.7% | +35.6% | -8.8% | +17.8% |
| 3Y | +89.6% | +152.3% | -62.7% | +48.8% |
| 5Y | +98.2% | +264.4% | -166.1% | +37.5% |
| All | +165.6% | +1,516.3% | -1,350.7% | +31.7% |
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 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