-35.8%
EFX vs XPO
+261.3%
-297.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.5% | -5.7% | +1.1% | -3.0% |
| 30D | -6.1% | -12.8% | +6.7% | -2.6% |
| 3M | +6.2% | -20.0% | +26.2% | +12.5% |
| 6M | -11.2% | -6.0% | -5.2% | -10.8% |
| YTD | -21.4% | +34.0% | -55.5% | -29.6% |
| 1Y | -34.3% | +35.6% | -69.9% | -41.8% |
| 3Y | -12.5% | +152.3% | -164.8% | -41.0% |
| All | -35.8% | +261.3% | -297.1% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling