+115.0%
BAC vs XPO
+10,073.3%
-9,958.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | +6.9% | -5.4% | +0.2% |
| 30D | -6.4% | +4.1% | -10.5% | -7.2% |
| 3M | -21.7% | -9.7% | -11.9% | -20.4% |
| 6M | +0.5% | -3.8% | +4.3% | +0.6% |
| YTD | -6.7% | +38.8% | -45.5% | -13.4% |
| 1Y | -4.7% | +34.2% | -38.9% | -11.1% |
| 3Y | +96.1% | +126.9% | -30.8% | +61.4% |
| 5Y | +21.7% | +297.5% | -275.8% | -12.5% |
| 10Y | +232.0% | +1,260.5% | -1,028.5% | +89.3% |
| All | +115.0% | +10,073.3% | -9,958.3% | -10.8% |
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