+572.6%
EEM vs XPO
+10,316.6%
-9,744.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +1.3% |
| 7D | +2.3% | +2.4% | -0.1% | +2.0% |
| 30D | +4.5% | -3.5% | +8.1% | +4.9% |
| 3M | -0.1% | -11.9% | +11.9% | +1.3% |
| 6M | +16.9% | -10.0% | +26.9% | +18.1% |
| YTD | +26.2% | +42.1% | -15.9% | +20.8% |
| 1Y | +40.5% | +47.6% | -7.1% | +33.5% |
| 3Y | +86.2% | +153.6% | -67.4% | +63.2% |
| 5Y | +45.5% | +266.5% | -221.1% | +19.8% |
| 10Y | +128.6% | +1,460.4% | -1,331.8% | +60.9% |
| All | +572.6% | +10,316.6% | -9,744.0% | +310.1% |
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