+115.1%
BAC vs XPO
+10,043.1%
-9,928.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -4.0% | +1.1% |
| 7D | +2.0% | -1.9% | +3.9% | +2.3% |
| 30D | -6.9% | +2.5% | -9.4% | -7.5% |
| 3M | -19.6% | -7.2% | -12.4% | -18.7% |
| 6M | -0.5% | -8.1% | +7.6% | +0.4% |
| YTD | -6.6% | +38.3% | -45.0% | -13.3% |
| 1Y | -3.0% | +33.6% | -36.5% | -9.4% |
| 3Y | +97.3% | +133.1% | -35.8% | +61.6% |
| 5Y | +21.9% | +308.9% | -287.0% | -12.9% |
| 10Y | +251.7% | +1,371.8% | -1,120.1% | +98.5% |
| All | +115.1% | +10,043.1% | -9,928.0% | -10.7% |
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