+23.4%
BA vs XPO
+1,236.5%
-1,213.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.6% | +6.9% | -7.4% | -3.0% |
| 30D | -8.0% | +4.1% | -12.1% | -9.7% |
| 3M | -25.8% | -9.7% | -16.1% | -23.5% |
| 6M | -27.6% | -3.8% | -23.8% | -27.7% |
| YTD | -21.0% | +38.8% | -59.7% | -32.5% |
| 1Y | -12.3% | +34.2% | -46.5% | -24.6% |
| 3Y | -12.8% | +126.9% | -139.7% | -44.5% |
| 5Y | -22.4% | +297.5% | -319.9% | -64.5% |
| All | +23.4% | +1,236.5% | -1,213.1% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling