+9.1%
EMR vs XPO
+4.9%
+4.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -0.2% |
| 7D | -1.5% | +2.4% | -3.9% | -2.5% |
| 30D | -5.6% | -3.5% | -2.1% | -4.2% |
| 3M | +7.9% | -11.9% | +19.9% | +13.3% |
| All | +9.1% | +4.9% | +4.2% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling