+131.7%
EMB vs XPO
+12,589.3%
-12,457.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.2% |
| 7D | 0.0% | +2.4% | -2.4% | -0.1% |
| 30D | -0.3% | -3.5% | +3.2% | -0.1% |
| 3M | -0.4% | -11.9% | +11.5% | +0.1% |
| 6M | +0.1% | -10.0% | +10.1% | +0.5% |
| YTD | +1.6% | +42.1% | -40.5% | -0.6% |
| 1Y | +5.6% | +47.6% | -42.0% | +3.0% |
| 3Y | +29.8% | +153.6% | -123.7% | +21.8% |
| 5Y | +7.3% | +266.5% | -259.2% | -2.6% |
| 10Y | +30.4% | +1,460.4% | -1,430.0% | +10.9% |
| All | +131.7% | +12,589.3% | -12,457.6% | +83.0% |
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 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