+83.6%
EEM vs XPO
+151.2%
-67.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | +2.4% | -10.4% | +12.8% | +4.0% |
| 3M | +4.2% | -15.7% | +19.8% | +6.6% |
| 6M | +14.8% | -6.3% | +21.1% | +15.6% |
| YTD | +23.1% | +34.2% | -11.1% | +18.4% |
| 1Y | +32.5% | +39.9% | -7.4% | +26.4% |
| All | +83.6% | +151.2% | -67.6% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling