-4.6%
BA vs XPO
+155.9%
-160.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | 0.0% |
| 7D | +1.2% | +2.4% | -1.2% | +0.7% |
| 30D | -11.6% | -3.5% | -8.1% | -11.1% |
| 3M | -2.4% | -11.9% | +9.6% | -0.5% |
| 6M | -6.6% | -10.0% | +3.3% | -5.6% |
| YTD | -2.2% | +42.1% | -44.3% | -9.5% |
| 1Y | -8.0% | +47.6% | -55.6% | -16.4% |
| All | -4.6% | +155.9% | -160.5% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling