+72.3%
BAC vs XPO
+273.9%
-201.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +1.2% | +2.7% | -1.5% | +0.5% |
| 30D | -0.7% | -6.2% | +5.4% | +0.7% |
| 3M | +16.9% | -15.4% | +32.3% | +21.2% |
| 6M | +29.6% | +0.7% | +28.8% | +28.1% |
| YTD | +15.3% | +39.8% | -24.6% | +4.3% |
| 1Y | +28.8% | +43.3% | -14.5% | +15.0% |
| 3Y | +136.4% | +166.0% | -29.7% | +72.3% |
| All | +72.3% | +273.9% | -201.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling