+125.6%
EMB vs XPO
+12,570.2%
-12,444.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.3% |
| 7D | -0.9% | +9.0% | -9.9% | -1.4% |
| 30D | +0.4% | +4.2% | -3.8% | +0.1% |
| 3M | -3.1% | -8.7% | +5.5% | -2.7% |
| 6M | -2.1% | -2.8% | +0.7% | -2.1% |
| YTD | -1.1% | +41.9% | -43.0% | -3.2% |
| 1Y | -0.1% | +42.3% | -42.4% | -2.3% |
| 3Y | +29.6% | +127.3% | -97.7% | +22.4% |
| 5Y | +7.2% | +306.4% | -299.2% | -3.1% |
| 10Y | +35.5% | +1,290.9% | -1,255.5% | +15.5% |
| All | +125.6% | +12,570.2% | -12,444.6% | +78.1% |
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