-25.6%
EFX vs XPO
+53.4%
-79.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.5% | -10.9% | -7.0% |
| 7D | -8.6% | +2.4% | -11.0% | -9.0% |
| 30D | +0.1% | -3.5% | +3.6% | +0.5% |
| 3M | +3.8% | -11.9% | +15.8% | +5.7% |
| 6M | -13.5% | -10.0% | -3.6% | -12.6% |
| YTD | -17.7% | +42.1% | -59.7% | -22.7% |
| 1Y | -25.6% | +47.6% | -73.2% | -30.9% |
| All | -25.6% | +53.4% | -79.0% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling