+954.4%
EMR vs XPO
+10,316.6%
-9,362.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.1% |
| 7D | -1.5% | +2.4% | -3.9% | -1.9% |
| 30D | -5.6% | -3.5% | -2.1% | -5.1% |
| 3M | +7.9% | -11.9% | +19.9% | +9.8% |
| 6M | +6.0% | -10.0% | +16.0% | +7.5% |
| YTD | +16.4% | +42.1% | -25.6% | +10.4% |
| 1Y | +16.6% | +47.6% | -31.0% | +9.7% |
| 3Y | +62.9% | +153.6% | -90.7% | +40.6% |
| 5Y | +60.1% | +266.5% | -206.4% | +28.8% |
| 10Y | +268.7% | +1,460.4% | -1,191.7% | +154.1% |
| All | +954.4% | +10,316.6% | -9,362.2% | +538.5% |
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