+87.5%
EFV vs XPO
+151.2%
-63.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -0.2% | -10.4% | +10.2% | +1.0% |
| 3M | +9.1% | -15.7% | +24.8% | +11.0% |
| 6M | +11.7% | -6.3% | +18.0% | +12.2% |
| YTD | +17.0% | +34.2% | -17.1% | +13.0% |
| 1Y | +26.7% | +39.9% | -13.2% | +21.5% |
| All | +87.5% | +151.2% | -63.6% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling