+1,052.7%
EMR vs XPO
+10,095.4%
-9,042.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | +2.8% | +4.7% | -1.9% | +2.1% |
| 3M | +2.0% | -7.1% | +9.1% | +3.0% |
| 6M | +20.7% | -6.3% | +27.0% | +21.6% |
| YTD | +27.3% | +39.1% | -11.8% | +21.0% |
| 1Y | +31.0% | +36.7% | -5.7% | +24.7% |
| 3Y | +103.6% | +127.4% | -23.8% | +78.6% |
| 5Y | +88.6% | +315.0% | -226.4% | +49.5% |
| 10Y | +280.6% | +1,263.5% | -982.8% | +165.0% |
| All | +1,052.7% | +10,095.4% | -9,042.7% | +599.8% |
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