+255.9%
EFV vs XPO
+23,587.0%
-23,331.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +1.0% | +2.7% | -1.7% | +0.6% |
| 30D | +0.2% | -6.2% | +6.4% | +1.0% |
| 3M | +9.6% | -15.4% | +25.0% | +11.9% |
| 6M | +14.0% | +0.7% | +13.3% | +13.5% |
| YTD | +18.5% | +39.8% | -21.4% | +12.4% |
| 1Y | +27.9% | +43.3% | -15.4% | +20.5% |
| 3Y | +92.4% | +166.0% | -73.6% | +62.1% |
| 5Y | +97.2% | +274.2% | -177.0% | +54.0% |
| 10Y | +163.0% | +1,429.0% | -1,266.0% | +67.5% |
| All | +255.9% | +23,587.0% | -23,331.1% | +80.9% |
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