+48.0%
BAX vs XPO
+38.8%
+9.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | +4.1% | +3.5% | +0.6% | +2.8% |
| 30D | +9.4% | +2.8% | +6.6% | +8.2% |
| 3M | -6.5% | -7.5% | +1.0% | -4.3% |
| 6M | +59.6% | -5.9% | +65.5% | +60.2% |
| YTD | +38.9% | +38.4% | +0.5% | +22.2% |
| 1Y | +48.0% | +33.7% | +14.3% | +30.8% |
| All | +48.0% | +38.8% | +9.2% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling