+136.4%
BAC vs XPO
+159.4%
-23.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +1.2% | +2.7% | -1.5% | +0.6% |
| 30D | -0.7% | -6.2% | +5.4% | +0.5% |
| 3M | +16.9% | -15.4% | +32.3% | +20.7% |
| 6M | +29.6% | +0.7% | +28.8% | +28.2% |
| YTD | +15.3% | +39.8% | -24.6% | +5.5% |
| 1Y | +28.8% | +43.3% | -14.5% | +16.6% |
| 3Y | +136.4% | +166.0% | -29.7% | +87.6% |
| All | +136.4% | +159.4% | -23.0% | +87.6% |
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