+32.0%
EMR vs XPO
+38.7%
-6.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | +2.8% | +9.0% | -6.1% | -0.6% |
| 30D | +3.7% | +4.2% | -0.5% | +1.8% |
| 3M | +2.0% | -8.7% | +10.7% | +5.4% |
| 6M | +22.1% | -2.8% | +24.9% | +21.8% |
| YTD | +27.2% | +41.9% | -14.6% | +10.0% |
| 1Y | +32.0% | +42.3% | -10.3% | +13.7% |
| All | +32.0% | +38.7% | -6.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling