+166.7%
BAC vs XPO
+10,316.6%
-10,149.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.9% |
| 7D | +1.1% | +2.4% | -1.3% | +0.6% |
| 30D | -0.4% | -3.5% | +3.1% | +0.2% |
| 3M | +16.9% | -11.9% | +28.8% | +19.3% |
| 6M | +26.6% | -10.0% | +36.6% | +28.2% |
| YTD | +15.8% | +42.1% | -26.3% | +7.2% |
| 1Y | +27.2% | +47.6% | -20.4% | +16.3% |
| 3Y | +132.4% | +153.6% | -21.2% | +87.1% |
| 5Y | +72.6% | +266.5% | -193.9% | +25.8% |
| 10Y | +389.7% | +1,460.4% | -1,070.7% | +174.0% |
| All | +166.7% | +10,316.6% | -10,149.8% | +10.4% |
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