+128.5%
EEM vs XPO
+1,516.3%
-1,387.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | -5.7% | +4.4% | -0.1% |
| 30D | +2.1% | -12.8% | +14.9% | +4.9% |
| 3M | +1.0% | -20.0% | +21.0% | +5.4% |
| 6M | +15.9% | -6.0% | +22.0% | +16.9% |
| YTD | +24.6% | +34.0% | -9.4% | +16.5% |
| 1Y | +32.3% | +35.6% | -3.3% | +22.6% |
| 3Y | +85.9% | +152.3% | -66.4% | +44.5% |
| 5Y | +45.4% | +264.4% | -219.0% | -0.7% |
| All | +128.5% | +1,516.3% | -1,387.8% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling