+9,656.4%
EME vs XPO
+9,839.2%
-182.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -2.0% |
| 7D | +2.7% | -0.9% | +3.7% | +2.9% |
| 30D | -6.8% | -8.1% | +1.3% | -5.7% |
| 3M | -8.8% | -19.0% | +10.2% | -6.1% |
| 6M | +5.0% | -5.2% | +10.2% | +5.6% |
| YTD | +23.5% | +35.6% | -12.1% | +17.7% |
| 1Y | +21.3% | +41.1% | -19.8% | +14.4% |
| 3Y | +241.1% | +157.9% | +83.1% | +190.9% |
| 5Y | +549.2% | +265.6% | +283.5% | +415.7% |
| 10Y | +1,306.4% | +1,516.8% | -210.4% | +840.1% |
| All | +9,656.4% | +9,839.2% | -182.8% | +5,454.5% |
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