+1,074.1%
BAH vs XPO
+4,744.6%
-3,670.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +18.0% | +4.7% | +13.3% | +17.3% |
| 3M | +11.4% | -7.1% | +18.5% | +12.2% |
| 6M | +17.7% | -6.3% | +23.9% | +18.2% |
| YTD | +5.4% | +39.1% | -33.7% | +0.4% |
| 1Y | +2.8% | +36.7% | -33.9% | -1.9% |
| 3Y | -26.7% | +127.4% | -154.1% | -35.4% |
| 5Y | +8.1% | +315.0% | -306.9% | -13.8% |
| 10Y | +202.5% | +1,263.5% | -1,060.9% | +101.6% |
| All | +1,074.1% | +4,744.6% | -3,670.6% | +552.7% |
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