+827.8%
EFX vs XPO
+10,152.6%
-9,324.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.9% |
| 7D | -7.8% | +2.7% | -10.5% | -8.2% |
| 30D | -5.7% | -6.2% | +0.5% | -5.1% |
| 3M | +2.5% | -15.4% | +17.9% | +4.3% |
| 6M | -16.7% | +0.7% | -17.4% | -17.1% |
| YTD | -20.2% | +39.8% | -60.0% | -23.7% |
| 1Y | -31.4% | +43.3% | -74.7% | -34.8% |
| 3Y | -10.5% | +166.0% | -176.5% | -21.7% |
| 5Y | -35.2% | +274.2% | -309.4% | -46.2% |
| 10Y | +40.2% | +1,429.0% | -1,388.9% | +3.6% |
| All | +827.8% | +10,152.6% | -9,324.8% | +537.4% |
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 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